Morgan Stanley Call 32 CAL 20.12.2024
/ DE000ME742G5
Morgan Stanley Call 32 CAL 20.12..../ DE000ME742G5 /
| 16/08/2024 10:50:32 |
Chg.-0.020 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-2.02% |
0.970
Bid Size: 5,000 |
1.020
Ask Size: 5,000 |
Caleres Inc |
32.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME742G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
0.81 |
| Time value: |
0.20 |
| Break-even: |
39.26 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
4.12% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.99 |
| Rho: |
0.07 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.56% |
| 1 Month |
|
|
+83.02% |
| 3 Months |
|
|
+16.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.640 |
| 1M High / 1M Low: |
0.990 |
0.510 |
| 6M High / 6M Low: |
1.260 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.55% |
| Volatility 6M: |
|
143.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
