Morgan Stanley Call 150 ROST 20.09.2024
/ DE000ME3ELD6
Morgan Stanley Call 150 ROST 20.0.../ DE000ME3ELD6 /
| 7/17/2024 12:41:31 PM |
Chg.-0.07 |
Bid2:56:25 PM |
Ask2:56:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
-1.89% |
3.67
Bid Size: 1,000 |
3.94
Ask Size: 1,000 |
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: |
34.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-1.04 |
| Time value: |
3.98 |
| Break-even: |
141.57 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
2.58% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
17.45 |
| Rho: |
0.12 |
Quote data
| Open: |
3.63 |
| High: |
3.63 |
| Low: |
3.63 |
| Previous Close: |
3.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.28% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
+66.51% |
| YTD |
|
|
+16.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.85 |
3.62 |
| 1M High / 1M Low: |
4.85 |
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: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.91% |
| Volatility 6M: |
|
160.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
