Morgan Stanley Call 170 ROST 20.12.2024
/ DE000ME5FH94
Morgan Stanley Call 170 ROST 20.1.../ DE000ME5FH94 /
| 2024-07-26 6:02:55 PM |
Chg.-0.04 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5FH9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
102.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-26.80 |
| Time value: |
1.27 |
| Break-even: |
157.87 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.05 |
| Spread %: |
4.10% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
14.10 |
| Rho: |
0.07 |
Quote data
| Open: |
1.24 |
| High: |
1.28 |
| Low: |
1.24 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.22% |
| 1 Month |
|
|
-32.98% |
| 3 Months |
|
|
-7.91% |
| YTD |
|
|
-26.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.28 |
| 1M High / 1M Low: |
2.30 |
1.28 |
| 6M High / 6M Low: |
3.16 |
1.07 |
| High (YTD): |
2024-02-28 |
3.16 |
| Low (YTD): |
2024-05-02 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.62% |
| Volatility 6M: |
|
148.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
