Morgan Stanley Call 95 5UR 21.06.2024
/ DE000MB79E05
Morgan Stanley Call 95 5UR 21.06..../ DE000MB79E05 /
| 2024-05-17 6:04:13 PM |
Chg.-0.29 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.75EUR |
-3.61% |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79E0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
6.78 |
| Break-even: |
102.70 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.26% |
| Delta: |
0.57 |
| Theta: |
-0.11 |
| Omega: |
7.04 |
| Rho: |
0.04 |
Quote data
| Open: |
7.81 |
| High: |
7.81 |
| Low: |
7.75 |
| Previous Close: |
8.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.29% |
| 1 Month |
|
|
+43.52% |
| 3 Months |
|
|
+274.40% |
| YTD |
|
|
+540.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.50 |
7.86 |
| 1M High / 1M Low: |
8.50 |
5.37 |
| 6M High / 6M Low: |
8.50 |
0.60 |
| High (YTD): |
2024-05-13 |
8.50 |
| Low (YTD): |
2024-01-16 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.23% |
| Volatility 6M: |
|
161.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
