Morgan Stanley Call 48 CAL 20.12.2024
/ DE000ME742Q4
Morgan Stanley Call 48 CAL 20.12..../ DE000ME742Q4 /
| 12/09/2024 20:58:16 |
Chg.- |
Bid08:00:25 |
Ask08:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
- |
0.030
Bid Size: 40,000 |
0.058
Ask Size: 20,000 |
Caleres Inc |
48.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME742Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.35 |
| Parity: |
-0.98 |
| Time value: |
0.14 |
| Break-even: |
44.97 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.04 |
| Spread %: |
38.38% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
6.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.034 |
| Previous Close: |
0.101 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.39% |
| 1 Month |
|
|
-69.09% |
| 3 Months |
|
|
-72.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.144 |
0.034 |
| 1M High / 1M Low: |
0.290 |
0.034 |
| 6M High / 6M Low: |
0.520 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.73% |
| Volatility 6M: |
|
220.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
