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: |
|
- |
