Morgan Stanley Call 160 ROST 20.12.2024
/ DE000ME55149
Morgan Stanley Call 160 ROST 20.1.../ DE000ME55149 /
| 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: |
|
- |
