Morgan Stanley Call 42 CAL 20.12..../  DE000ME829J4  /

Stuttgart
11/07/2024  20:48:51 Chg.+0.033 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.174EUR +23.40% -
Bid Size: -
-
Ask Size: -
Caleres Inc 42.00 USD 20/12/2024 Call
 

Master data

WKN: ME829J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 20/12/2024
Issue date: 01/02/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.72
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -0.90
Time value: 0.18
Break-even: 40.55
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 1.01
Spread abs.: 0.03
Spread %: 18.67%
Delta: 0.31
Theta: -0.01
Omega: 5.15
Rho: 0.03
 

Quote data

Open: 0.144
High: 0.174
Low: 0.144
Previous Close: 0.141
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.18%
1 Month
  -0.57%
3 Months
  -57.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.137
1M High / 1M Low: 0.220 0.137
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -