Morgan Stanley Call 48 CAL 20.09.2024
/ DE000ME434X4
Morgan Stanley Call 48 CAL 20.09..../ DE000ME434X4 /
| 2024-07-12 10:12:42 AM |
Chg.-0.001 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-2.22% |
0.044
Bid Size: 25,000 |
0.082
Ask Size: 15,000 |
Caleres Inc |
48.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME434X |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.37 |
| Parity: |
-1.33 |
| Time value: |
0.08 |
| Break-even: |
44.91 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
6.04 |
| Spread abs.: |
0.03 |
| Spread %: |
71.11% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
6.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.22% |
| 3 Months |
|
|
-69.01% |
| YTD |
|
|
-46.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.042 |
| 1M High / 1M Low: |
0.058 |
0.027 |
| 6M High / 6M Low: |
0.330 |
0.027 |
| High (YTD): |
2024-03-21 |
0.330 |
| Low (YTD): |
2024-07-04 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.46% |
| Volatility 6M: |
|
273.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
