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Morgan Stanley Call 400 ROK 20.12.../  DE000MB3AA45  /

Stuttgart
2024-05-31  6:57:22 PM Chg.+0.009 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.144EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 Rockwell Automation ... 400.00 - 2024-12-20 Call
 

Master data

WKN: MB3AA4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -16.26
Time value: 0.20
Break-even: 402.01
Moneyness: 0.59
Premium: 0.69
Premium p.a.: 1.59
Spread abs.: 0.06
Spread %: 38.62%
Delta: 0.07
Theta: -0.03
Omega: 8.25
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.145
Low: 0.110
Previous Close: 0.135
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month
  -62.11%
3 Months
  -69.36%
YTD
  -83.82%
1 Year
  -91.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.380 0.130
6M High / 6M Low: 0.970 0.130
High (YTD): 2024-01-03 0.880
Low (YTD): 2024-05-27 0.130
52W High: 2023-07-18 3.200
52W Low: 2024-05-27 0.130
Avg. price 1W:   0.141
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   1.008
Avg. volume 1Y:   0.000
Volatility 1M:   162.57%
Volatility 6M:   175.26%
Volatility 1Y:   150.38%
Volatility 3Y:   -