Morgan Stanley Call 90 RTX 20.12.2024
/ DE000ME540Z3
Morgan Stanley Call 90 RTX 20.12..../ DE000ME540Z3 /
9/11/2024 8:10:15 AM |
Chg.-0.06 |
Bid11:02:42 AM |
Ask11:02:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.77EUR |
-0.68% |
8.74 Bid Size: 400 |
8.94 Ask Size: 400 |
RTX Corporation |
90.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME540Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/12/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
28.28 |
Intrinsic value: |
27.49 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
27.49 |
Time value: |
-18.63 |
Break-even: |
90.53 |
Moneyness: |
1.34 |
Premium: |
-0.17 |
Premium p.a.: |
-0.50 |
Spread abs.: |
0.03 |
Spread %: |
0.34% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
8.77 |
High: |
8.77 |
Low: |
8.77 |
Previous Close: |
8.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.68% |
1 Month |
|
|
+2.33% |
3 Months |
|
|
+11.01% |
YTD |
|
|
+195.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.86 |
8.70 |
1M High / 1M Low: |
9.00 |
8.66 |
6M High / 6M Low: |
9.04 |
4.13 |
High (YTD): |
7/31/2024 |
9.04 |
Low (YTD): |
1/11/2024 |
3.03 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
13.68% |
Volatility 6M: |
|
44.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |