Morgan Stanley Call 90 5UR 21.06.2024
/ DE000MB79DZ3
Morgan Stanley Call 90 5UR 21.06..../ DE000MB79DZ3 /
| 2024-05-13 5:33:56 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.21EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79DZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-05-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.66 |
| Intrinsic value: |
5.92 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
5.92 |
| Time value: |
3.20 |
| Break-even: |
99.12 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
7.39 |
| Rho: |
0.06 |
Quote data
| Open: |
9.07 |
| High: |
9.21 |
| Low: |
9.07 |
| Previous Close: |
9.19 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.22% |
| 1 Month |
|
|
+28.09% |
| 3 Months |
|
|
+146.92% |
| YTD |
|
|
+340.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.21 |
9.19 |
| 1M High / 1M Low: |
9.21 |
7.19 |
| 6M High / 6M Low: |
9.21 |
1.10 |
| High (YTD): |
2024-05-13 |
9.21 |
| Low (YTD): |
2024-01-23 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
21.75% |
| Volatility 6M: |
|
139.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
