Morgan Stanley Call 44 CAL 20.12..../  DE000ME78MP1  /

Stuttgart
2024-07-11  6:31:18 PM Chg.+0.016 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.140EUR +12.90% -
Bid Size: -
-
Ask Size: -
Caleres Inc 44.00 USD 2024-12-20 Call
 

Master data

WKN: ME78MP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-22
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -1.08
Time value: 0.15
Break-even: 42.16
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 1.19
Spread abs.: 0.03
Spread %: 22.22%
Delta: 0.27
Theta: -0.01
Omega: 5.25
Rho: 0.03
 

Quote data

Open: 0.121
High: 0.140
Low: 0.121
Previous Close: 0.124
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+0.72%
3 Months
  -61.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.119
1M High / 1M Low: 0.188 0.119
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -