Morgan Stanley Call 170 ROST 20.09.2024
/ DE000ME44WU2
Morgan Stanley Call 170 ROST 20.0.../ DE000ME44WU2 /
2024-07-04 9:19:12 PM |
Chg.- |
Bid10:05:42 AM |
Ask10:05:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.086EUR |
- |
0.089 Bid Size: 1,000 |
0.106 Ask Size: 1,000 |
Ross Stores Inc |
170.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME44WU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-24 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
122.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-2.41 |
Time value: |
0.11 |
Break-even: |
158.35 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.02 |
Spread %: |
28.24% |
Delta: |
0.13 |
Theta: |
-0.03 |
Omega: |
15.90 |
Rho: |
0.03 |
Quote data
Open: |
0.087 |
High: |
0.087 |
Low: |
0.086 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.50% |
1 Month |
|
|
+14.67% |
3 Months |
|
|
-47.24% |
YTD |
|
|
-62.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.096 |
0.080 |
1M High / 1M Low: |
0.131 |
0.075 |
6M High / 6M Low: |
0.510 |
0.059 |
High (YTD): |
2024-02-28 |
0.510 |
Low (YTD): |
2024-06-04 |
0.059 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.203 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.57% |
Volatility 6M: |
|
191.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |