Morgan Stanley Call 40 CAL 20.09.2024
/ DE000ME17PU2
Morgan Stanley Call 40 CAL 20.09..../ DE000ME17PU2 /
| 26/07/2024 20:53:43 |
Chg.+0.008 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
+5.59% |
-
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: |
18.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.37 |
| Parity: |
-0.25 |
| Time value: |
0.19 |
| Break-even: |
38.72 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.03 |
| Spread %: |
18.35% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
7.65 |
| Rho: |
0.02 |
Quote data
| Open: |
0.142 |
| High: |
0.151 |
| Low: |
0.142 |
| Previous Close: |
0.143 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.29% |
| 1 Month |
|
|
+58.95% |
| 3 Months |
|
|
-51.29% |
| YTD |
|
|
-22.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.116 |
| 1M High / 1M Low: |
0.157 |
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: |
|
0.141 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.70% |
| Volatility 6M: |
|
197.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
