Morgan Stanley Call 38 CAL 20.12.2024
/ DE000ME742N1
Morgan Stanley Call 38 CAL 20.12..../ DE000ME742N1 /
| 7/11/2024 9:07:19 PM |
Chg.+0.043 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+20.77% |
-
Bid Size: - |
-
Ask Size: - |
Caleres Inc |
38.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME742N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 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: |
11.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
-0.53 |
| Time value: |
0.25 |
| Break-even: |
37.58 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
4.80 |
| Rho: |
0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.270 |
| Low: |
0.210 |
| Previous Close: |
0.207 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.201 |
| 1M High / 1M Low: |
0.320 |
0.201 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
