Morgan Stanley Call 150 ROST 20.09.2024
/ DE000ME3ELD6
Morgan Stanley Call 150 ROST 20.0.../ DE000ME3ELD6 /
| 16/08/2024 14:47:45 |
Chg.+1.20 |
Bid15:21:29 |
Ask15:21:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
+66.30% |
3.05
Bid Size: 100 |
3.32
Ask Size: 100 |
Ross Stores Inc |
150.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
40.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-2.01 |
| Time value: |
3.31 |
| Break-even: |
140.02 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.16 |
| Spread %: |
5.08% |
| Delta: |
0.45 |
| Theta: |
-0.06 |
| Omega: |
18.50 |
| Rho: |
0.06 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.01 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.31% |
| 1 Month |
|
|
-18.65% |
| 3 Months |
|
|
+43.33% |
| YTD |
|
|
-3.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.59 |
| 1M High / 1M Low: |
3.70 |
1.35 |
| 6M High / 6M Low: |
4.91 |
1.35 |
| High (YTD): |
28/02/2024 |
4.91 |
| Low (YTD): |
05/08/2024 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.45% |
| Volatility 6M: |
|
172.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
