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Morgan Stanley Call 390 ROK 20.12.../  DE000MB46E70  /

Stuttgart
2024-05-31  8:09:16 PM Chg.+0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.157EUR +3.29% -
Bid Size: -		 -
Ask Size: -		 Rockwell Automation ... 390.00 - 2024-12-20 Call
 

Master data

WKN: MB46E7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.41
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -15.26
Time value: 0.22
Break-even: 392.15
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 1.48
Spread abs.: 0.06
Spread %: 36.08%
Delta: 0.08
Theta: -0.03
Omega: 8.33
Rho: 0.09
 

Quote data

Open: 0.130
High: 0.157
Low: 0.130
Previous Close: 0.152
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.74%
1 Month
  -63.49%
3 Months
  -71.96%
YTD
  -84.90%
1 Year
  -91.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.440 0.150
6M High / 6M Low: 1.130 0.150
High (YTD): 2024-01-03 1.010
Low (YTD): 2024-05-27 0.150
52W High: 2023-07-11 3.530
52W Low: 2024-05-27 0.150
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   1.133
Avg. volume 1Y:   0.000
Volatility 1M:   169.44%
Volatility 6M:   180.24%
Volatility 1Y:   151.35%
Volatility 3Y:   -