Morgan Stanley Call 160 ROST 20.09.2024
/ DE000ME3YTJ4
Morgan Stanley Call 160 ROST 20.0.../ DE000ME3YTJ4 /
| 2024-07-25 8:09:27 PM |
Chg.- |
Bid8:37:31 AM |
Ask8:37:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
0.900
Bid Size: 100 |
1.120
Ask Size: 100 |
Ross Stores Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3YTJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
124.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-16.53 |
| Time value: |
1.05 |
| Break-even: |
148.68 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
0.15 |
| Theta: |
-0.03 |
| Omega: |
19.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.940 |
| High: |
0.980 |
| Low: |
0.920 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.78% |
| 1 Month |
|
|
-44.94% |
| 3 Months |
|
|
-18.33% |
| YTD |
|
|
-51.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.980 |
| 1M High / 1M Low: |
2.500 |
0.980 |
| 6M High / 6M Low: |
3.660 |
0.860 |
| High (YTD): |
2024-02-28 |
3.660 |
| Low (YTD): |
2024-05-22 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.27% |
| Volatility 6M: |
|
181.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
