Morgan Stanley Call 97.5 5UR 19.09.2025
/ DE000ME3HR76
Morgan Stanley Call 97.5 5UR 19.0.../ DE000ME3HR76 /
| 19/08/2024 20:41:53 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
97.50 - |
19/09/2025 |
Call |
Master data
| WKN: |
ME3HR7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 - |
| Maturity: |
19/09/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
1.17 |
| Time value: |
1.29 |
| Break-even: |
122.10 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.18 |
| Rho: |
0.55 |
Quote data
| Open: |
2.44 |
| High: |
2.46 |
| Low: |
2.44 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.42% |
| 3 Months |
|
|
+44.71% |
| YTD |
|
|
+310.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.47 |
2.35 |
| 6M High / 6M Low: |
2.52 |
0.73 |
| High (YTD): |
31/07/2024 |
2.52 |
| Low (YTD): |
11/01/2024 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.21% |
| Volatility 6M: |
|
87.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
