Morgan Stanley Call 34 CAL 20.12.2024
/ DE000ME742J9
Morgan Stanley Call 34 CAL 20.12..../ DE000ME742J9 /
| 13/09/2024 16:22:37 |
Chg.-0.298 |
Bid18:53:08 |
Ask18:53:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.192EUR |
-60.82% |
0.220
Bid Size: 50,000 |
0.250
Ask Size: 50,000 |
Caleres Inc |
34.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME742J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 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: |
14.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-0.34 |
| Time value: |
0.19 |
| Break-even: |
32.55 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.03 |
| Spread %: |
22.37% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
5.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.148 |
| High: |
0.192 |
| Low: |
0.148 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.91% |
| 1 Month |
|
|
-63.77% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.490 |
| 1M High / 1M Low: |
1.070 |
0.490 |
| 6M High / 6M Low: |
1.140 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.658 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.75% |
| Volatility 6M: |
|
158.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
