Morgan Stanley Call 46 CAL 20.09..../  DE000ME8QH07  /

Stuttgart
2024-05-31  8:34:16 PM Chg.-0.028 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.066EUR -29.79% -
Bid Size: -
-
Ask Size: -
Caleres Inc 46.00 USD 2024-09-20 Call
 

Master data

WKN: ME8QH0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-09-20
Issue date: 2024-02-14
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.33
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.38
Parity: -1.04
Time value: 0.11
Break-even: 43.49
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.75
Spread abs.: 0.04
Spread %: 57.97%
Delta: 0.23
Theta: -0.01
Omega: 6.62
Rho: 0.02
 

Quote data

Open: 0.095
High: 0.095
Low: 0.066
Previous Close: 0.094
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.47%
1 Month
  -62.92%
3 Months
  -78.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.138 0.066
1M High / 1M Low: 0.230 0.066
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -