Morgan Stanley Call 36 CAL 20.09..../  DE000ME17PT4  /

Stuttgart
2024-07-04  9:08:30 PM Chg.-0.021 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.129EUR -14.00% -
Bid Size: -
-
Ask Size: -
Caleres Inc 36.00 USD 2024-09-20 Call
 

Master data

WKN: ME17PT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.53
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -0.31
Time value: 0.20
Break-even: 35.31
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 1.05
Spread abs.: 0.05
Spread %: 36.36%
Delta: 0.41
Theta: -0.02
Omega: 6.35
Rho: 0.02
 

Quote data

Open: 0.129
High: 0.130
Low: 0.129
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.43%
1 Month
  -43.91%
3 Months
  -76.11%
YTD
  -53.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.173 0.129
1M High / 1M Low: 0.230 0.129
6M High / 6M Low: 0.850 0.129
High (YTD): 2024-03-21 0.850
Low (YTD): 2024-07-04 0.129
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.32%
Volatility 6M:   172.73%
Volatility 1Y:   -
Volatility 3Y:   -