Morgan Stanley Call 39 CAL 20.09..../  DE000ME4FVB4  /

Stuttgart
6/14/2024  7:58:12 PM Chg.-0.006 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.133EUR -4.32% -
Bid Size: -
-
Ask Size: -
Caleres Inc 39.00 USD 9/20/2024 Call
 

Master data

WKN: ME4FVB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 39.00 USD
Maturity: 9/20/2024
Issue date: 12/1/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.94
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -0.44
Time value: 0.19
Break-even: 38.32
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.97
Spread abs.: 0.05
Spread %: 38.97%
Delta: 0.37
Theta: -0.02
Omega: 6.32
Rho: 0.03
 

Quote data

Open: 0.138
High: 0.138
Low: 0.133
Previous Close: 0.139
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.68%
1 Month
  -59.70%
3 Months
  -74.42%
YTD
  -38.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.139 0.104
1M High / 1M Low: 0.330 0.101
6M High / 6M Low: 0.670 0.101
High (YTD): 3/21/2024 0.670
Low (YTD): 6/7/2024 0.101
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.70%
Volatility 6M:   191.89%
Volatility 1Y:   -
Volatility 3Y:   -