Morgan Stanley Call 105 TJX 20.09.2024
/ DE000ME17S01
Morgan Stanley Call 105 TJX 20.09.../ DE000ME17S01 /
7/17/2024 8:44:40 PM |
Chg.-0.07 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.03EUR |
-6.36% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
105.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME17S0 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 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: |
9.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.92 |
Implied volatility: |
0.27 |
Historic volatility: |
0.14 |
Parity: |
0.92 |
Time value: |
0.18 |
Break-even: |
107.31 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.92% |
Delta: |
0.82 |
Theta: |
-0.03 |
Omega: |
7.89 |
Rho: |
0.13 |
Quote data
Open: |
1.05 |
High: |
1.07 |
Low: |
1.03 |
Previous Close: |
1.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.75% |
1 Month |
|
|
+32.05% |
3 Months |
|
|
+505.88% |
YTD |
|
|
+296.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.11 |
0.93 |
1M High / 1M Low: |
1.11 |
0.74 |
6M High / 6M Low: |
1.11 |
0.15 |
High (YTD): |
7/12/2024 |
1.11 |
Low (YTD): |
4/18/2024 |
0.15 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.56% |
Volatility 6M: |
|
203.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |