Morgan Stanley Call 140 ROST 21.06.2024
/ DE000ME2BVB7
Morgan Stanley Call 140 ROST 21.0.../ DE000ME2BVB7 /
| 2024-05-31 6:57:58 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME2BVB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
64.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.19 |
| Parity: |
-3.68 |
| Time value: |
2.11 |
| Break-even: |
142.11 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
11.55 |
| Spread abs.: |
0.04 |
| Spread %: |
1.93% |
| Delta: |
0.36 |
| Theta: |
-0.28 |
| Omega: |
23.16 |
| Rho: |
0.01 |
Quote data
| Open: |
2.80 |
| High: |
2.82 |
| Low: |
1.60 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.43% |
| 3 Months |
|
|
-71.22% |
| YTD |
|
|
-60.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.98 |
1.47 |
| 6M High / 6M Low: |
6.25 |
1.08 |
| High (YTD): |
2024-02-28 |
6.25 |
| Low (YTD): |
2024-05-03 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,204.24% |
| Volatility 6M: |
|
386.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
