Morgan Stanley Call 150 ROST 20.12.2024
/ DE000ME55131
Morgan Stanley Call 150 ROST 20.1.../ DE000ME55131 /
| 2024-06-03 2:21:53 PM |
Chg.-0.05 |
Bid5:31:57 PM |
Ask5:31:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-1.61% |
3.40
Bid Size: 5,000 |
3.44
Ask Size: 5,000 |
Ross Stores Inc |
150.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5513 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
39.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.19 |
| Parity: |
-9.44 |
| Time value: |
3.28 |
| Break-even: |
141.50 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
1.23% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
13.79 |
| Rho: |
0.23 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.06 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.31% |
| 1 Month |
|
|
+22.40% |
| 3 Months |
|
|
-38.92% |
| YTD |
|
|
-13.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.11 |
| 1M High / 1M Low: |
4.18 |
2.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-28 |
5.16 |
| Low (YTD): |
2024-05-02 |
2.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
