Morgan Stanley Call 40 CAL 20.09.2024
/ DE000ME17PU2
Morgan Stanley Call 40 CAL 20.09..../ DE000ME17PU2 /
| 05/07/2024 20:49:07 |
Chg.+0.004 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+6.45% |
-
Bid Size: - |
-
Ask Size: - |
Caleres Inc |
40.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME17PU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.37 |
| Parity: |
-0.76 |
| Time value: |
0.11 |
| Break-even: |
37.97 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
2.46 |
| Spread abs.: |
0.04 |
| Spread %: |
59.70% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
6.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.066 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.53% |
| 1 Month |
|
|
-34.00% |
| 3 Months |
|
|
-82.16% |
| YTD |
|
|
-66.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.062 |
| 1M High / 1M Low: |
0.123 |
0.062 |
| 6M High / 6M Low: |
0.630 |
0.062 |
| High (YTD): |
21/03/2024 |
0.630 |
| Low (YTD): |
04/07/2024 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.28% |
| Volatility 6M: |
|
195.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
