Morgan Stanley Call 39 CAL 20.12..../  DE000ME7GT14  /

Stuttgart
2024-05-31  8:38:40 PM Chg.-0.080 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.300EUR -21.05% -
Bid Size: -
-
Ask Size: -
Caleres Inc 39.00 USD 2024-12-20 Call
 

Master data

WKN: ME7GT1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 39.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-24
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -0.40
Time value: 0.36
Break-even: 39.55
Moneyness: 0.89
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.05
Spread %: 16.13%
Delta: 0.47
Theta: -0.01
Omega: 4.21
Rho: 0.06
 

Quote data

Open: 0.370
High: 0.370
Low: 0.300
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -43.40%
3 Months
  -54.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.300
1M High / 1M Low: 0.660 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -