Morgan Stanley Call 36 CAL 20.09.2024
/ DE000ME17PT4
Morgan Stanley Call 36 CAL 20.09..../ DE000ME17PT4 /
| 8/8/2024 5:13:09 PM |
Chg.+0.019 |
Bid7:23:22 PM |
Ask7:23:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.209EUR |
+10.00% |
0.199
Bid Size: 50,000 |
0.234
Ask Size: 50,000 |
Caleres Inc |
36.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17PT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.37 |
| Parity: |
-0.11 |
| Time value: |
0.22 |
| Break-even: |
35.14 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.03 |
| Spread %: |
15.79% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
7.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.187 |
| High: |
0.209 |
| Low: |
0.187 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.36% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
-65.74% |
| YTD |
|
|
-25.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.185 |
| 1M High / 1M Low: |
0.430 |
0.117 |
| 6M High / 6M Low: |
0.850 |
0.113 |
| High (YTD): |
3/21/2024 |
0.850 |
| Low (YTD): |
7/5/2024 |
0.113 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.217 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.04% |
| Volatility 6M: |
|
205.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
