Morgan Stanley Call 35 CAL 20.09.2024
/ DE000ME17PS6
Morgan Stanley Call 35 CAL 20.09..../ DE000ME17PS6 /
| 12/07/2024 17:29:10 |
Chg.-0.001 |
Bid20:29:36 |
Ask20:29:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
-0.54% |
0.164
Bid Size: 125,000 |
0.222
Ask Size: 125,000 |
Caleres Inc |
35.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME17PS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
-0.13 |
| Time value: |
0.25 |
| Break-even: |
34.69 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.06 |
| Spread %: |
31.58% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
6.07 |
| Rho: |
0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.185 |
| Previous Close: |
0.186 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
-26.00% |
| 3 Months |
|
|
-62.24% |
| YTD |
|
|
-40.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.186 |
0.135 |
| 1M High / 1M Low: |
0.260 |
0.135 |
| 6M High / 6M Low: |
0.910 |
0.135 |
| High (YTD): |
21/03/2024 |
0.910 |
| Low (YTD): |
05/07/2024 |
0.135 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.04% |
| Volatility 6M: |
|
176.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
