Morgan Stanley Call 170 ROST 17.01.2025
/ DE000ME44WV0
Morgan Stanley Call 170 ROST 17.0.../ DE000ME44WV0 /
| 17/07/2024 11:31:38 |
Chg.-0.040 |
Bid15:38:00 |
Ask15:38:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-11.11% |
0.320
Bid Size: 25,000 |
0.340
Ask Size: 25,000 |
Ross Stores Inc |
170.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
ME44WV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
24/11/2023 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-1.94 |
| Time value: |
0.38 |
| Break-even: |
159.73 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
10.14 |
| Rho: |
0.18 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
+18.52% |
| YTD |
|
|
-28.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.330 |
| 1M High / 1M Low: |
0.470 |
0.280 |
| 6M High / 6M Low: |
0.900 |
0.176 |
| High (YTD): |
28/02/2024 |
0.900 |
| Low (YTD): |
02/05/2024 |
0.176 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.59% |
| Volatility 6M: |
|
185.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
