Morgan Stanley Call 56 CAL 20.12.2024
/ DE000ME8NEE9
Morgan Stanley Call 56 CAL 20.12..../ DE000ME8NEE9 /
| 8/8/2024 6:54:42 PM |
Chg.+0.005 |
Bid9:02:18 PM |
Ask9:02:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+10.42% |
0.054
Bid Size: 50,000 |
0.086
Ask Size: 50,000 |
Caleres Inc |
56.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME8NEE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
-1.94 |
| Time value: |
0.08 |
| Break-even: |
52.04 |
| Moneyness: |
0.62 |
| Premium: |
0.63 |
| Premium p.a.: |
2.80 |
| Spread abs.: |
0.03 |
| Spread %: |
68.09% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
6.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.053 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.67% |
| 1 Month |
|
|
-28.38% |
| 3 Months |
|
|
-75.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.038 |
| 1M High / 1M Low: |
0.086 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
