Morgan Stanley Call 38 CAL 20.09..../  DE000ME2CK87  /

Stuttgart
6/7/2024  9:18:18 PM Chg.-0.016 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.119EUR -11.85% -
Bid Size: -
-
Ask Size: -
Caleres Inc 38.00 USD 9/20/2024 Call
 

Master data

WKN: ME2CK8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.37
Parity: -0.48
Time value: 0.18
Break-even: 36.97
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.98
Spread abs.: 0.06
Spread %: 45.53%
Delta: 0.36
Theta: -0.02
Omega: 6.16
Rho: 0.03
 

Quote data

Open: 0.131
High: 0.131
Low: 0.119
Previous Close: 0.135
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.25%
1 Month
  -76.67%
3 Months
  -75.71%
YTD
  -50.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.119
1M High / 1M Low: 0.510 0.119
6M High / 6M Low: 0.710 0.119
High (YTD): 3/27/2024 0.710
Low (YTD): 6/7/2024 0.119
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.52%
Volatility 6M:   178.08%
Volatility 1Y:   -
Volatility 3Y:   -