Morgan Stanley Call 150 ROST 20.09.2024
/ DE000ME3ELD6
Morgan Stanley Call 150 ROST 20.0.../ DE000ME3ELD6 /
| 2024-06-28 6:39:42 PM |
Chg.-0.13 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.20EUR |
-3.90% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3ELD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
42.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-4.37 |
| Time value: |
3.16 |
| Break-even: |
143.16 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
1.28% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
17.44 |
| Rho: |
0.12 |
Quote data
| Open: |
3.18 |
| High: |
3.20 |
| Low: |
3.15 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.19% |
| 1 Month |
|
|
+57.64% |
| 3 Months |
|
|
-24.17% |
| YTD |
|
|
+2.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.20 |
| 1M High / 1M Low: |
4.40 |
1.95 |
| 6M High / 6M Low: |
4.91 |
1.44 |
| High (YTD): |
2024-02-28 |
4.91 |
| Low (YTD): |
2024-05-02 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.65% |
| Volatility 6M: |
|
152.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
