Morgan Stanley Call 105 RTX 20.09.2024
/ DE000ME671L6
Morgan Stanley Call 105 RTX 20.09.../ DE000ME671L6 /
| 2024-05-31 9:24:41 PM |
Chg.+0.52 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
+14.09% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME671L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.41 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.20 |
| Parity: |
2.59 |
| Time value: |
1.86 |
| Break-even: |
101.24 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
17.08 |
| Rho: |
0.22 |
Quote data
| Open: |
3.80 |
| High: |
4.21 |
| Low: |
3.80 |
| Previous Close: |
3.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
+51.99% |
| 3 Months |
|
|
+395.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.21 |
3.42 |
| 1M High / 1M Low: |
4.21 |
2.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
