Morgan Stanley Call 97.5 ROST 21.06.2024
/ DE000MD7CAW5
Morgan Stanley Call 97.5 ROST 21..../ DE000MD7CAW5 /
| 2024-06-18 8:28:41 PM |
Chg.-0.07 |
Bid8:36:07 PM |
Ask8:36:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.83EUR |
-1.43% |
4.84
Bid Size: 50,000 |
-
Ask Size: - |
Ross Stores Inc |
97.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MD7CAW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
5.06 |
| Historic volatility: |
0.19 |
| Parity: |
4.25 |
| Time value: |
0.65 |
| Break-even: |
146.50 |
| Moneyness: |
1.44 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.61% |
| Delta: |
0.85 |
| Theta: |
-2.55 |
| Omega: |
2.42 |
| Rho: |
0.01 |
Quote data
| Open: |
4.86 |
| High: |
4.91 |
| Low: |
4.83 |
| Previous Close: |
4.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.78% |
| 1 Month |
|
|
+46.36% |
| 3 Months |
|
|
+8.05% |
| YTD |
|
|
+24.48% |
| 1 Year |
|
|
+171.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.90 |
4.34 |
| 1M High / 1M Low: |
4.90 |
3.15 |
| 6M High / 6M Low: |
5.08 |
2.95 |
| High (YTD): |
2024-02-28 |
5.08 |
| Low (YTD): |
2024-05-02 |
2.95 |
| 52W High: |
2024-02-28 |
5.08 |
| 52W Low: |
2023-06-21 |
1.71 |
| Avg. price 1W: |
|
4.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.27 |
| Avg. volume 1Y: |
|
1.18 |
| Volatility 1M: |
|
120.79% |
| Volatility 6M: |
|
63.98% |
| Volatility 1Y: |
|
72.89% |
| Volatility 3Y: |
|
- |
