Morgan Stanley Call 41 CAL 20.12.2024
/ DE000ME7X3U9
Morgan Stanley Call 41 CAL 20.12..../ DE000ME7X3U9 /
12/09/2024 18:59:36 |
Chg.- |
Bid08:00:25 |
Ask08:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
- |
0.051 Bid Size: 22,500 |
0.079 Ask Size: 15,000 |
Caleres Inc |
41.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME7X3U |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Caleres Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
30/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.35 |
Parity: |
-0.34 |
Time value: |
0.27 |
Break-even: |
39.94 |
Moneyness: |
0.91 |
Premium: |
0.18 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.04 |
Spread %: |
17.39% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
5.49 |
Rho: |
0.03 |
Quote data
Open: |
0.199 |
High: |
0.199 |
Low: |
0.024 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-81.56% |
1 Month |
|
|
-76.40% |
3 Months |
|
|
-74.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.059 |
1M High / 1M Low: |
0.610 |
0.059 |
6M High / 6M Low: |
0.730 |
0.059 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
410.38% |
Volatility 6M: |
|
210.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |