Morgan Stanley Call 32 CAL 20.09.2024
/ DE000ME1TRA1
Morgan Stanley Call 32 CAL 20.09..../ DE000ME1TRA1 /
| 7/12/2024 8:31:57 AM |
Chg.0.000 |
Bid11:28:42 AM |
Ask11:28:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.330
Bid Size: 10,000 |
0.400
Ask Size: 7,500 |
Caleres Inc |
32.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1TRA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
0.15 |
| Time value: |
0.24 |
| Break-even: |
33.33 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
18.18% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
5.03 |
| Rho: |
0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-50.77% |
| YTD |
|
|
-25.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.230 |
| 1M High / 1M Low: |
0.430 |
0.230 |
| 6M High / 6M Low: |
1.080 |
0.230 |
| High (YTD): |
3/27/2024 |
1.080 |
| Low (YTD): |
7/10/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.77% |
| Volatility 6M: |
|
158.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
