OverviewChartNewsTraderScreen

Morgan Stanley Call 370 ROK 20.09.../  DE000ME1C4Z7  /

Stuttgart
2024-05-21  9:08:27 PM Chg.- Bid8:00:16 AM Ask8:00:16 AM Underlying Strike price Expiration date Option type
0.122EUR - 0.090
Bid Size: 1,000		 0.250
Ask Size: 1,000		 Rockwell Automation ... 370.00 USD 2024-09-20 Call
 

Master data

WKN: ME1C4Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 370.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 132.49
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -9.18
Time value: 0.19
Break-even: 342.77
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 1.62
Spread abs.: 0.06
Spread %: 48.03%
Delta: 0.09
Theta: -0.04
Omega: 11.46
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.129
Low: 0.090
Previous Close: 0.146
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.78%
1 Month
  -65.14%
3 Months
  -63.03%
YTD
  -87.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.122
1M High / 1M Low: 0.350 0.122
6M High / 6M Low: 1.090 0.122
High (YTD): 2024-01-03 0.930
Low (YTD): 2024-05-21 0.122
52W High: - -
52W Low: - -
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.40%
Volatility 6M:   198.94%
Volatility 1Y:   -
Volatility 3Y:   -