Morgan Stanley Call 52 CAL 20.12..../  DE000ME8QH49  /

Stuttgart
08/08/2024  18:29:08 Chg.+0.005 Bid19:44:43 Ask19:44:43 Underlying Strike price Expiration date Option type
0.066EUR +8.20% 0.068
Bid Size: 50,000
0.101
Ask Size: 50,000
Caleres Inc 52.00 USD 20/12/2024 Call
 

Master data

WKN: ME8QH4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 20/12/2024
Issue date: 14/02/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.55
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.37
Parity: -1.57
Time value: 0.10
Break-even: 48.54
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 2.14
Spread abs.: 0.03
Spread %: 53.23%
Delta: 0.18
Theta: -0.01
Omega: 6.06
Rho: 0.02
 

Quote data

Open: 0.069
High: 0.069
Low: 0.066
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -21.43%
3 Months
  -76.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.055
1M High / 1M Low: 0.110 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -