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Morgan Stanley Call 350 ROK 20.06.../  DE000ME3Z176  /

Stuttgart
06/06/2024  20:17:30 Chg.+0.050 Bid21:38:28 Ask21:38:28 Underlying Strike price Expiration date Option type
0.760EUR +7.04% 0.770
Bid Size: 40,000		 0.820
Ask Size: 40,000		 Rockwell Automation ... 350.00 USD 20/06/2025 Call
 

Master data

WKN: ME3Z17
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 20/06/2025
Issue date: 21/11/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.82
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -8.32
Time value: 0.89
Break-even: 330.77
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.37
Spread abs.: 0.15
Spread %: 20.27%
Delta: 0.24
Theta: -0.03
Omega: 6.44
Rho: 0.50
 

Quote data

Open: 0.800
High: 0.800
Low: 0.760
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.80%
1 Month
  -54.49%
3 Months
  -65.61%
YTD
  -73.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.650
1M High / 1M Low: 1.670 0.650
6M High / 6M Low: 3.280 0.650
High (YTD): 31/01/2024 2.840
Low (YTD): 04/06/2024 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   1.910
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.20%
Volatility 6M:   158.12%
Volatility 1Y:   -
Volatility 3Y:   -