Morgan Stanley Call 43 CAL 20.12..../  DE000ME8L241  /

Stuttgart
8/8/2024  5:59:30 PM Chg.+0.013 Bid7:38:44 PM Ask7:38:44 PM Underlying Strike price Expiration date Option type
0.170EUR +8.28% 0.162
Bid Size: 50,000
0.198
Ask Size: 50,000
Caleres Inc 43.00 USD 12/20/2024 Call
 

Master data

WKN: ME8L24
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 43.00 USD
Maturity: 12/20/2024
Issue date: 2/12/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -0.75
Time value: 0.19
Break-even: 41.25
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 1.02
Spread abs.: 0.03
Spread %: 21.79%
Delta: 0.33
Theta: -0.01
Omega: 5.51
Rho: 0.03
 

Quote data

Open: 0.164
High: 0.170
Low: 0.164
Previous Close: 0.157
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.81%
1 Month  
+12.58%
3 Months
  -65.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.212 0.157
1M High / 1M Low: 0.270 0.129
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -