Morgan Stanley Call 125 ROST 21.06.2024
/ DE000MB7GDW2
Morgan Stanley Call 125 ROST 21.0.../ DE000MB7GDW2 /
| 2024-05-31 6:07:22 PM |
Chg.- |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.56EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
125.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7GDW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.19 |
| Intrinsic value: |
4.47 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.19 |
| Parity: |
4.47 |
| Time value: |
4.47 |
| Break-even: |
133.94 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.45% |
| Delta: |
0.64 |
| Theta: |
-0.19 |
| Omega: |
9.27 |
| Rho: |
0.03 |
Quote data
| Open: |
8.99 |
| High: |
8.99 |
| Low: |
8.56 |
| Previous Close: |
9.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.38% |
| 1 Month |
|
|
+93.67% |
| 3 Months |
|
|
+7.81% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.02 |
8.52 |
| 1M High / 1M Low: |
9.18 |
5.49 |
| 6M High / 6M Low: |
9.18 |
4.42 |
| High (YTD): |
2024-05-24 |
9.18 |
| Low (YTD): |
2024-05-03 |
4.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.96% |
| Volatility 6M: |
|
108.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
