Morgan Stanley Call 140 ROST 20.09.2024
/ DE000ME2BVC5
Morgan Stanley Call 140 ROST 20.0.../ DE000ME2BVC5 /
| 2024-07-04 6:06:44 PM |
Chg.-0.01 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.42EUR |
-0.18% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2BVC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.27 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.19 |
| Parity: |
3.71 |
| Time value: |
1.75 |
| Break-even: |
135.20 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.16 |
| Spread %: |
3.02% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
19.30 |
| Rho: |
0.21 |
Quote data
| Open: |
5.45 |
| High: |
5.45 |
| Low: |
5.42 |
| Previous Close: |
5.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+7.33% |
| 3 Months |
|
|
+15.07% |
| YTD |
|
|
+22.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.07 |
5.42 |
| 1M High / 1M Low: |
7.02 |
5.05 |
| 6M High / 6M Low: |
7.02 |
2.37 |
| High (YTD): |
2024-06-24 |
7.02 |
| Low (YTD): |
2024-05-03 |
2.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.53% |
| Volatility 6M: |
|
155.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
