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Morgan Stanley Call 97.5 5UR 21.0.../  DE000MB57RL9  /

Stuttgart
2024-07-10  8:07:19 PM Chg.-0.100 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.880EUR -10.20% -
Bid Size: -		 -
Ask Size: -		 RTX CORP. ... 97.50 - 2025-03-21 Call
 

Master data

WKN: MB57RL
Issuer: Morgan Stanley
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 2025-03-21
Issue date: 2023-04-03
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.44
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -0.40
Time value: 0.99
Break-even: 107.40
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.53
Theta: -0.02
Omega: 5.04
Rho: 0.28
 

Quote data

Open: 1.010
High: 1.010
Low: 0.880
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -39.31%
3 Months
  -22.12%
YTD  
+109.52%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.910
1M High / 1M Low: 1.450 0.880
6M High / 6M Low: 1.530 0.420
High (YTD): 2024-06-07 1.530
Low (YTD): 2024-01-22 0.420
52W High: 2024-06-07 1.530
52W Low: 2023-10-04 0.186
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.932
Avg. volume 6M:   0.000
Avg. price 1Y:   0.705
Avg. volume 1Y:   0.000
Volatility 1M:   101.87%
Volatility 6M:   102.37%
Volatility 1Y:   126.65%
Volatility 3Y:   -