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Morgan Stanley Call 340 ROK 20.12.../  DE000MB3AA03  /

Stuttgart
2024-06-13  6:16:39 PM Chg.-0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.380EUR -7.32% -
Bid Size: -		 -
Ask Size: -		 Rockwell Automation ... 340.00 - 2024-12-20 Call
 

Master data

WKN: MB3AA0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.71
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -9.75
Time value: 0.46
Break-even: 344.60
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.96
Spread abs.: 0.06
Spread %: 15.00%
Delta: 0.15
Theta: -0.04
Omega: 7.94
Rho: 0.17
 

Quote data

Open: 0.330
High: 0.380
Low: 0.330
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month
  -36.67%
3 Months
  -70.08%
YTD
  -83.55%
1 Year
  -90.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.320
1M High / 1M Low: 0.650 0.300
6M High / 6M Low: 2.460 0.300
High (YTD): 2024-01-03 2.250
Low (YTD): 2024-06-04 0.300
52W High: 2023-07-18 5.530
52W Low: 2024-06-04 0.300
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.442
Avg. volume 1M:   0.000
Avg. price 6M:   1.234
Avg. volume 6M:   0.000
Avg. price 1Y:   2.014
Avg. volume 1Y:   0.000
Volatility 1M:   174.88%
Volatility 6M:   184.51%
Volatility 1Y:   153.21%
Volatility 3Y:   -