Morgan Stanley Call 56 CAL 20.09.2024
/ DE000ME8NEF6
Morgan Stanley Call 56 CAL 20.09..../ DE000ME8NEF6 /
| 7/12/2024 8:13:15 AM |
Chg.-0.002 |
Bid10:06:58 AM |
Ask10:06:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-5.00% |
0.039
Bid Size: 30,000 |
0.073
Ask Size: 17,500 |
Caleres Inc |
56.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME8NEF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.37 |
| Parity: |
-2.06 |
| Time value: |
0.07 |
| Break-even: |
52.18 |
| Moneyness: |
0.60 |
| Premium: |
0.69 |
| Premium p.a.: |
14.39 |
| Spread abs.: |
0.03 |
| Spread %: |
70.00% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
6.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
-54.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.040 |
| 1M High / 1M Low: |
0.047 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
