Morgan Stanley Call 37 CAL 20.12..../  DE000ME742M3  /

Stuttgart
11/19/2024  10:54:18 AM Chg.-0.015 Bid4:21:49 PM Ask4:21:49 PM Underlying Strike price Expiration date Option type
0.041EUR -26.79% 0.042
Bid Size: 50,000
0.056
Ask Size: 50,000
Caleres Inc 37.00 USD 12/20/2024 Call
 

Master data

WKN: ME742M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 12/20/2024
Issue date: 1/18/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.40
Parity: -0.68
Time value: 0.06
Break-even: 35.49
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 14.22
Spread abs.: 0.01
Spread %: 18.75%
Delta: 0.19
Theta: -0.03
Omega: 9.34
Rho: 0.00
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.06%
1 Month
  -67.72%
3 Months
  -94.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.053
1M High / 1M Low: 0.085 0.045
6M High / 6M Low: 0.850 0.045
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.17%
Volatility 6M:   257.50%
Volatility 1Y:   -
Volatility 3Y:   -