Morgan Stanley Call 160 ROST 20.1.../  DE000ME55149  /

Stuttgart
2024-07-25  6:54:30 PM Chg.-0.07 Bid9:19:26 PM Ask9:19:26 PM Underlying Strike price Expiration date Option type
2.16EUR -3.14% 2.04
Bid Size: 5,000
2.09
Ask Size: 5,000
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: 59.86
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -16.53
Time value: 2.19
Break-even: 149.82
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 2.34%
Delta: 0.23
Theta: -0.02
Omega: 13.94
Rho: 0.11
 

Quote data

Open: 2.06
High: 2.16
Low: 2.06
Previous Close: 2.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -33.13%
3 Months  
+16.13%
YTD
  -14.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.41 2.22
1M High / 1M Low: 3.78 2.22
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:   2.31
Avg. volume 1W:   0.00
Avg. price 1M:   2.81
Avg. volume 1M:   0.00
Avg. price 6M:   2.85
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.23%
Volatility 6M:   115.63%
Volatility 1Y:   -
Volatility 3Y:   -