Morgan Stanley Call 127.5 TJX 20.12.2024
/ DE000ME8L5B7
Morgan Stanley Call 127.5 TJX 20..../ DE000ME8L5B7 /
| 26/09/2024 18:03:56 |
Chg.- |
Bid15:08:21 |
Ask15:08:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
- |
0.149
Bid Size: 10,000 |
0.166
Ask Size: 10,000 |
TJX Companies Inc |
127.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME8L5B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.84 |
| Time value: |
0.15 |
| Break-even: |
115.61 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.00 |
| Spread %: |
2.67% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
17.68 |
| Rho: |
0.06 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.153 |
| Previous Close: |
0.137 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.55% |
| 1 Month |
|
|
-45.36% |
| 3 Months |
|
|
+2.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.131 |
| 1M High / 1M Low: |
0.280 |
0.131 |
| 6M High / 6M Low: |
0.290 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.143 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.12% |
| Volatility 6M: |
|
231.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
