Morgan Stanley Call 37 CAL 20.09.2024
/ DE000ME1G0K3
Morgan Stanley Call 37 CAL 20.09..../ DE000ME1G0K3 /
| 8/26/2024 8:17:24 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Caleres Inc |
37.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME1G0K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
8/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.38 |
| Parity: |
0.10 |
| Time value: |
0.59 |
| Break-even: |
43.90 |
| Moneyness: |
1.03 |
| Premium: |
0.16 |
| Premium p.a.: |
10.11 |
| Spread abs.: |
0.04 |
| Spread %: |
6.15% |
| Delta: |
0.61 |
| Theta: |
-0.14 |
| Omega: |
3.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.630 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.15% |
| 1 Month |
|
|
+162.50% |
| 3 Months |
|
|
+65.79% |
| YTD |
|
|
+142.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.520 |
| 1M High / 1M Low: |
0.700 |
0.150 |
| 6M High / 6M Low: |
0.760 |
0.095 |
| High (YTD): |
3/27/2024 |
0.760 |
| Low (YTD): |
7/10/2024 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.617 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.13% |
| Volatility 6M: |
|
263.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
