Morgan Stanley Call 39 CAL 20.09..../  DE000ME4FVB4  /

Stuttgart
2024-08-26  8:35:45 PM Chg.- Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.500EUR - -
Bid Size: -
-
Ask Size: -
Caleres Inc 39.00 - 2024-09-20 Call
 

Master data

WKN: ME4FVB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 39.00 -
Maturity: 2024-09-20
Issue date: 2023-12-01
Last trading day: 2024-08-27
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 5.78
Historic volatility: 0.39
Parity: -1.17
Time value: 0.54
Break-even: 44.40
Moneyness: 0.70
Premium: 0.63
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 8.00%
Delta: 0.48
Theta: -0.62
Omega: 2.44
Rho: 0.00
 

Quote data

Open: 0.530
High: 0.530
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+270.37%
3 Months  
+259.71%
YTD  
+129.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.540 0.135
6M High / 6M Low: 0.670 0.071
High (YTD): 2024-03-21 0.670
Low (YTD): 2024-07-09 0.071
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   717.65%
Volatility 6M:   301.25%
Volatility 1Y:   -
Volatility 3Y:   -