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Morgan Stanley Call 440 ROK 20.06.../  DE000ME3Z184  /

Stuttgart
2024-06-06  8:40:55 AM Chg.+0.030 Bid11:07:31 AM Ask11:07:31 AM Underlying Strike price Expiration date Option type
0.300EUR +11.11% 0.290
Bid Size: 1,000		 0.440
Ask Size: 1,000		 Rockwell Automation ... 440.00 USD 2025-06-20 Call
 

Master data

WKN: ME3Z18
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-21
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.81
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -16.60
Time value: 0.38
Break-even: 408.44
Moneyness: 0.59
Premium: 0.71
Premium p.a.: 0.68
Spread abs.: 0.11
Spread %: 40.74%
Delta: 0.11
Theta: -0.02
Omega: 6.84
Rho: 0.23
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -51.61%
3 Months
  -61.04%
YTD
  -71.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.620 0.250
6M High / 6M Low: 1.310 0.250
High (YTD): 2024-01-04 1.040
Low (YTD): 2024-06-04 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.734
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.35%
Volatility 6M:   159.27%
Volatility 1Y:   -
Volatility 3Y:   -