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Morgan Stanley Call 260 ROK 20.12.../  DE000MB3FF45  /

Stuttgart
2024-05-31  8:57:17 PM Chg.-0.03 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.15EUR -1.38% -
Bid Size: -		 -
Ask Size: -		 Rockwell Automation ... 260.00 - 2024-12-20 Call
 

Master data

WKN: MB3FF4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.28
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.27
Parity: -2.26
Time value: 2.31
Break-even: 283.10
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.11
Spread %: 5.00%
Delta: 0.47
Theta: -0.08
Omega: 4.88
Rho: 0.50
 

Quote data

Open: 2.20
High: 2.20
Low: 2.15
Previous Close: 2.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.25%
1 Month
  -41.73%
3 Months
  -55.11%
YTD
  -66.82%
1 Year
  -63.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.67 2.15
1M High / 1M Low: 3.85 2.15
6M High / 6M Low: 6.66 2.15
High (YTD): 2024-01-03 6.26
Low (YTD): 2024-05-31 2.15
52W High: 2023-07-18 10.23
52W Low: 2024-05-31 2.15
Avg. price 1W:   2.37
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   4.50
Avg. volume 6M:   0.00
Avg. price 1Y:   5.54
Avg. volume 1Y:   0.00
Volatility 1M:   102.85%
Volatility 6M:   127.43%
Volatility 1Y:   107.61%
Volatility 3Y:   -