OverviewChartNewsTraderScreen

Morgan Stanley Call 340 ROK 20.12.../  DE000MB3AA03  /

Stuttgart
2024-05-31  6:57:22 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Rockwell Automation ... 340.00 - 2024-12-20 Call
 

Master data

WKN: MB3AA0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.90
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -10.26
Time value: 0.41
Break-even: 344.10
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.96
Spread abs.: 0.07
Spread %: 20.59%
Delta: 0.14
Theta: -0.04
Omega: 8.01
Rho: 0.16
 

Quote data

Open: 0.300
High: 0.330
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -62.50%
3 Months
  -75.91%
YTD
  -85.71%
1 Year
  -88.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 1.010 0.330
6M High / 6M Low: 2.460 0.330
High (YTD): 2024-01-03 2.250
Low (YTD): 2024-05-31 0.330
52W High: 2023-07-18 5.530
52W Low: 2024-05-31 0.330
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   1.298
Avg. volume 6M:   0.000
Avg. price 1Y:   2.100
Avg. volume 1Y:   0.000
Volatility 1M:   158.71%
Volatility 6M:   180.36%
Volatility 1Y:   150.68%
Volatility 3Y:   -