Morgan Stanley Call 150 ROST 20.09.2024
/ DE000ME3ELD6
Morgan Stanley Call 150 ROST 20.0.../ DE000ME3ELD6 /
| 7/12/2024 1:44:04 PM |
Chg.+0.05 |
Bid3:26:48 PM |
Ask3:26:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.39EUR |
+1.15% |
4.43
Bid Size: 750 |
4.71
Ask Size: 750 |
Ross Stores Inc |
150.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
30.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
3.80 |
| Break-even: |
142.48 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
2.25% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
17.91 |
| Rho: |
0.15 |
Quote data
| Open: |
4.39 |
| High: |
4.39 |
| Low: |
4.39 |
| Previous Close: |
4.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.81% |
| 1 Month |
|
|
+42.07% |
| 3 Months |
|
|
+65.04% |
| YTD |
|
|
+40.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.34 |
2.95 |
| 1M High / 1M Low: |
4.40 |
2.68 |
| 6M High / 6M Low: |
4.91 |
1.44 |
| High (YTD): |
2/28/2024 |
4.91 |
| Low (YTD): |
5/2/2024 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.12% |
| Volatility 6M: |
|
157.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
