Morgan Stanley Call 460 ROK 20.12.../  DE000MB857A7  /

Stuttgart
2024-06-13  6:33:30 PM Chg.+0.007 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.138EUR +5.34% -
Bid Size: -
-
Ask Size: -
Rockwell Automation ... 460.00 - 2024-12-20 Call
 

Master data

WKN: MB857A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-12-20
Issue date: 2023-06-30
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 131.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.27
Parity: -21.75
Time value: 0.19
Break-even: 461.85
Moneyness: 0.53
Premium: 0.90
Premium p.a.: 2.45
Spread abs.: 0.05
Spread %: 40.15%
Delta: 0.06
Theta: -0.03
Omega: 7.51
Rho: 0.06
 

Quote data

Open: 0.116
High: 0.138
Low: 0.116
Previous Close: 0.131
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.97%
1 Month
  -2.13%
3 Months
  -42.50%
YTD
  -64.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.134 0.115
1M High / 1M Low: 0.149 0.092
6M High / 6M Low: 0.450 0.092
High (YTD): 2024-01-03 0.400
Low (YTD): 2024-05-27 0.092
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.58%
Volatility 6M:   222.05%
Volatility 1Y:   -
Volatility 3Y:   -