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Morgan Stanley Call 160 ROST 21.0.../  DE000MB5C0L7  /

Stuttgart
10/4/2024  8:57:57 PM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.460EUR -9.80% -
Bid Size: -		 -
Ask Size: -		 Ross Stores Inc 160.00 - 3/21/2025 Call
 

Master data

WKN: MB5C0L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 3/21/2025
Issue date: 4/5/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.63
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -2.74
Time value: 0.48
Break-even: 164.80
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.28
Theta: -0.03
Omega: 7.60
Rho: 0.15
 

Quote data

Open: 0.500
High: 0.570
Low: 0.460
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.29%
1 Month
  -42.50%
3 Months
  -38.67%
YTD
  -45.24%
1 Year  
+21.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.460
1M High / 1M Low: 0.910 0.460
6M High / 6M Low: 1.040 0.410
High (YTD): 2/28/2024 1.460
Low (YTD): 5/2/2024 0.410
52W High: 2/28/2024 1.460
52W Low: 10/11/2023 0.350
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   134.47%
Volatility 6M:   183.94%
Volatility 1Y:   155.54%
Volatility 3Y:   -