Morgan Stanley Call 150 ROST 20.09.2024
/ DE000ME3ELD6
Morgan Stanley Call 150 ROST 20.0.../ DE000ME3ELD6 /
8/16/2024 9:13:12 PM |
Chg.+1.19 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.00EUR |
+65.75% |
- Bid Size: - |
- Ask Size: - |
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: |
42.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-2.36 |
Time value: |
3.16 |
Break-even: |
139.18 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.15 |
Spread %: |
4.98% |
Delta: |
0.44 |
Theta: |
-0.06 |
Omega: |
18.63 |
Rho: |
0.05 |
Quote data
Open: |
3.10 |
High: |
3.10 |
Low: |
2.79 |
Previous Close: |
1.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+88.68% |
1 Month |
|
|
-13.04% |
3 Months |
|
|
+65.75% |
YTD |
|
|
-3.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.00 |
1.70 |
1M High / 1M Low: |
3.45 |
1.35 |
6M High / 6M Low: |
4.91 |
1.35 |
High (YTD): |
2/28/2024 |
4.91 |
Low (YTD): |
8/5/2024 |
1.35 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.43% |
Volatility 6M: |
|
195.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |