Morgan Stanley Call 37 CAL 20.09.2024
/ DE000ME1G0K3
Morgan Stanley Call 37 CAL 20.09..../ DE000ME1G0K3 /
| 2024-05-24 6:01:42 PM |
Chg.+0.060 |
Bid6:18:00 PM |
Ask6:18:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+18.75% |
0.390
Bid Size: 20,000 |
0.450
Ask Size: 20,000 |
Caleres Inc |
37.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1G0K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
-0.08 |
| Time value: |
0.38 |
| Break-even: |
38.02 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.06 |
| Spread %: |
18.75% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
4.80 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
-11.63% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.310 |
| 1M High / 1M Low: |
0.570 |
0.310 |
| 6M High / 6M Low: |
0.760 |
0.147 |
| High (YTD): |
2024-03-27 |
0.760 |
| Low (YTD): |
2024-01-16 |
0.147 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.97% |
| Volatility 6M: |
|
165.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
