Morgan Stanley Call 100 TJX 20.09.2024
/ DE000ME17RZ7
Morgan Stanley Call 100 TJX 20.09.../ DE000ME17RZ7 /
| 7/17/2024 8:44:41 PM |
Chg.-0.07 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-4.64% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
100.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17RZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.14 |
| Parity: |
1.38 |
| Time value: |
0.14 |
| Break-even: |
106.93 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
6.12 |
| Rho: |
0.14 |
Quote data
| Open: |
1.47 |
| High: |
1.48 |
| Low: |
1.44 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.27% |
| 1 Month |
|
|
+24.14% |
| 3 Months |
|
|
+380.00% |
| YTD |
|
|
+242.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.33 |
| 1M High / 1M Low: |
1.52 |
1.13 |
| 6M High / 6M Low: |
1.52 |
0.27 |
| High (YTD): |
7/12/2024 |
1.52 |
| Low (YTD): |
4/18/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.79% |
| Volatility 6M: |
|
144.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
