Morgan Stanley Call 97.5 5UR 20.09.2024
/ DE000MB0CDY2
Morgan Stanley Call 97.5 5UR 20.0.../ DE000MB0CDY2 /
| 02/08/2024 20:41:25 |
Chg.-0.09 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
97.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
MB0CDY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/11/2022 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.19 |
| Parity: |
0.92 |
| Time value: |
0.88 |
| Break-even: |
115.50 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.68 |
| Theta: |
-0.13 |
| Omega: |
4.02 |
| Rho: |
0.07 |
Quote data
| Open: |
1.84 |
| High: |
1.94 |
| Low: |
1.71 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.40% |
| 1 Month |
|
|
+235.29% |
| 3 Months |
|
|
+151.47% |
| YTD |
|
|
+677.27% |
| 1 Year |
|
|
+338.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.59 |
| 1M High / 1M Low: |
1.94 |
0.50 |
| 6M High / 6M Low: |
1.94 |
0.24 |
| High (YTD): |
31/07/2024 |
1.94 |
| Low (YTD): |
17/01/2024 |
0.21 |
| 52W High: |
31/07/2024 |
1.94 |
| 52W Low: |
05/10/2023 |
0.09 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
62.99 |
| Avg. price 1Y: |
|
0.47 |
| Avg. volume 1Y: |
|
31.37 |
| Volatility 1M: |
|
244.98% |
| Volatility 6M: |
|
159.73% |
| Volatility 1Y: |
|
172.46% |
| Volatility 3Y: |
|
- |
