Morgan Stanley Call 330 ROK 20.12.2024
/ DE000MB3A9Z2
Morgan Stanley Call 330 ROK 20.12.../ DE000MB3A9Z2 /
2024-05-31 6:57:22 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+2.44% |
- Bid Size: - |
- Ask Size: - |
Rockwell Automation ... |
330.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB3A9Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rockwell Automation Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-06 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-9.26 |
Time value: |
0.50 |
Break-even: |
335.00 |
Moneyness: |
0.72 |
Premium: |
0.41 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.07 |
Spread %: |
16.28% |
Delta: |
0.16 |
Theta: |
-0.04 |
Omega: |
7.74 |
Rho: |
0.19 |
Quote data
Open: |
0.390 |
High: |
0.420 |
Low: |
0.390 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.64% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-74.23% |
YTD |
|
|
-84.39% |
1 Year |
|
|
-87.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.410 |
1M High / 1M Low: |
1.210 |
0.410 |
6M High / 6M Low: |
2.840 |
0.410 |
High (YTD): |
2024-01-03 |
2.610 |
Low (YTD): |
2024-05-30 |
0.410 |
52W High: |
2023-07-18 |
6.030 |
52W Low: |
2024-05-30 |
0.410 |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.530 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.379 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
229.24% |
Volatility 6M: |
|
181.73% |
Volatility 1Y: |
|
150.38% |
Volatility 3Y: |
|
- |