Morgan Stanley Call 195 ROST 21.03.2025
/ DE000ME9G9D1
Morgan Stanley Call 195 ROST 21.0.../ DE000ME9G9D1 /
9/18/2024 1:53:21 PM |
Chg.-0.024 |
Bid5:54:59 PM |
Ask5:54:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
-20.00% |
0.111 Bid Size: 50,000 |
0.120 Ask Size: 50,000 |
Ross Stores Inc |
195.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
ME9G9D |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
3/1/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
117.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-4.02 |
Time value: |
0.12 |
Break-even: |
176.48 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.01 |
Spread %: |
8.49% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
12.41 |
Rho: |
0.07 |
Quote data
Open: |
0.096 |
High: |
0.096 |
Low: |
0.096 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.52% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.138 |
0.115 |
1M High / 1M Low: |
0.165 |
0.100 |
6M High / 6M Low: |
0.330 |
0.098 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.161 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.07% |
Volatility 6M: |
|
165.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |