Morgan Stanley Call 160 ROST 20.12.2024
/ DE000ME55149
Morgan Stanley Call 160 ROST 20.1.../ DE000ME55149 /
| 2024-07-26 6:53:16 PM |
Chg.-0.10 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
-4.63% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5514 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
64.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-17.59 |
| Time value: |
2.02 |
| Break-even: |
149.41 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
2.54% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
13.99 |
| Rho: |
0.10 |
Quote data
| Open: |
2.00 |
| High: |
2.06 |
| Low: |
2.00 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.21% |
| 1 Month |
|
|
-29.93% |
| 3 Months |
|
|
+1.98% |
| YTD |
|
|
-18.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.06 |
| 1M High / 1M Low: |
3.78 |
2.06 |
| 6M High / 6M Low: |
4.15 |
1.52 |
| High (YTD): |
2024-02-28 |
4.15 |
| Low (YTD): |
2024-05-02 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.27% |
| Volatility 6M: |
|
115.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
