Morgan Stanley Call 34 CAL 20.12.2024
/ DE000ME742J9
Morgan Stanley Call 34 CAL 20.12..../ DE000ME742J9 /
| 18/11/2024 16:52:07 |
Chg.- |
Bid09:08:01 |
Ask09:08:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
0.080
Bid Size: 15,000 |
0.099
Ask Size: 15,000 |
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: |
30.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
-0.39 |
| Time value: |
0.09 |
| Break-even: |
33.02 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
5.51 |
| Spread abs.: |
0.01 |
| Spread %: |
10.71% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
8.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.090 |
| Previous Close: |
0.096 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-55.95% |
| 3 Months |
|
|
-89.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.096 |
| 1M High / 1M Low: |
0.161 |
0.074 |
| 6M High / 6M Low: |
1.070 |
0.074 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.87% |
| Volatility 6M: |
|
242.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
