Morgan Stanley Call 165 ROST 20.12.2024
/ DE000ME6LU15
Morgan Stanley Call 165 ROST 20.1.../ DE000ME6LU15 /
| 2024-09-20 4:59:22 PM |
Chg.-0.020 |
Bid8:15:51 PM |
Ask8:15:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
0.300
Bid Size: 25,000 |
0.310
Ask Size: 25,000 |
Ross Stores Inc |
165.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME6LU1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.95 |
| Time value: |
0.35 |
| Break-even: |
151.36 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
13.35 |
| Rho: |
0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.51% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
-32.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.250 |
| 1M High / 1M Low: |
0.470 |
0.250 |
| 6M High / 6M Low: |
0.750 |
0.195 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.24% |
| Volatility 6M: |
|
241.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
