Morgan Stanley Call 170 ROST 20.12.2024
/ DE000ME5FH94
Morgan Stanley Call 170 ROST 20.1.../ DE000ME5FH94 /
| 10/4/2024 6:52:29 PM |
Chg.-0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
170.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
159.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-22.25 |
| Time value: |
0.83 |
| Break-even: |
155.73 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
18.34 |
| Rho: |
0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.780 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.46% |
| 1 Month |
|
|
-48.68% |
| 3 Months |
|
|
-55.43% |
| YTD |
|
|
-55.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.780 |
| 1M High / 1M Low: |
1.770 |
0.780 |
| 6M High / 6M Low: |
2.300 |
0.780 |
| High (YTD): |
2/28/2024 |
3.160 |
| Low (YTD): |
10/4/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.49% |
| Volatility 6M: |
|
181.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
