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Morgan Stanley Call 250 ROK 20.12.../  DE000MB4JUS5  /

Stuttgart
2024-05-31  6:34:16 PM Chg.0.00 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.65EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Rockwell Automation ... 250.00 - 2024-12-20 Call
 

Master data

WKN: MB4JUS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-03-17
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.42
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.27
Parity: -1.26
Time value: 2.82
Break-even: 278.20
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.11
Spread %: 4.06%
Delta: 0.53
Theta: -0.09
Omega: 4.45
Rho: 0.54
 

Quote data

Open: 2.67
High: 2.67
Low: 2.65
Previous Close: 2.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.21%
1 Month
  -33.92%
3 Months
  -50.93%
YTD
  -62.89%
1 Year
  -63.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.22 2.65
1M High / 1M Low: 4.42 2.65
6M High / 6M Low: 7.39 2.65
High (YTD): 2024-01-03 6.99
Low (YTD): 2024-05-31 2.65
52W High: 2023-07-18 11.12
52W Low: 2024-05-31 2.65
Avg. price 1W:   2.88
Avg. volume 1W:   0.00
Avg. price 1M:   3.58
Avg. volume 1M:   0.00
Avg. price 6M:   5.10
Avg. volume 6M:   0.00
Avg. price 1Y:   6.15
Avg. volume 1Y:   0.00
Volatility 1M:   113.54%
Volatility 6M:   114.96%
Volatility 1Y:   95.51%
Volatility 3Y:   -