Morgan Stanley Call 87.5 5UR 20.09.2024
/ DE000MB0CDS4
Morgan Stanley Call 87.5 5UR 20.0.../ DE000MB0CDS4 /
| 2024-05-09 8:30:29 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
87.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
MB0CDS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
1.19 |
| Time value: |
0.62 |
| Break-even: |
105.60 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
4.04 |
| Rho: |
0.17 |
Quote data
| Open: |
1.63 |
| High: |
1.76 |
| Low: |
1.63 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.33% |
| 3 Months |
|
|
+155.07% |
| YTD |
|
|
+238.46% |
| 1 Year |
|
|
+26.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.76 |
1.43 |
| 6M High / 6M Low: |
1.76 |
0.34 |
| High (YTD): |
2024-05-09 |
1.76 |
| Low (YTD): |
2024-01-23 |
0.49 |
| 52W High: |
2023-06-13 |
1.82 |
| 52W Low: |
2023-10-05 |
0.19 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
55.60% |
| Volatility 6M: |
|
117.95% |
| Volatility 1Y: |
|
144.06% |
| Volatility 3Y: |
|
- |
