Morgan Stanley Call 38 CAL 20.09.2024
/ DE000ME2CK87
Morgan Stanley Call 38 CAL 20.09..../ DE000ME2CK87 /
| 7/11/2024 6:43:02 PM |
Chg.- |
Bid10:06:58 AM |
Ask10:06:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
- |
0.117
Bid Size: 10,000 |
0.175
Ask Size: 10,000 |
Caleres Inc |
38.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME2CK8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
-0.41 |
| Time value: |
0.16 |
| Break-even: |
36.59 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.05 |
| Spread %: |
43.86% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
6.82 |
| Rho: |
0.02 |
Quote data
| Open: |
0.085 |
| High: |
0.108 |
| Low: |
0.085 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.06% |
| 1 Month |
|
|
-32.92% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-54.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.085 |
| 1M High / 1M Low: |
0.164 |
0.085 |
| 6M High / 6M Low: |
0.710 |
0.085 |
| High (YTD): |
3/27/2024 |
0.710 |
| Low (YTD): |
7/9/2024 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.95% |
| Volatility 6M: |
|
187.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
