Morgan Stanley Call 56 CAL 20.12.2024
/ DE000ME8NEE9
Morgan Stanley Call 56 CAL 20.12..../ DE000ME8NEE9 /
10/15/2024 8:09:09 AM |
Chg.-0.004 |
Bid11:14:02 AM |
Ask11:14:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-12.50% |
0.029 Bid Size: 40,000 |
0.053 Ask Size: 40,000 |
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: |
71.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.85 |
Historic volatility: |
0.39 |
Parity: |
-2.15 |
Time value: |
0.04 |
Break-even: |
51.75 |
Moneyness: |
0.58 |
Premium: |
0.74 |
Premium p.a.: |
20.06 |
Spread abs.: |
0.01 |
Spread %: |
31.25% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
6.79 |
Rho: |
0.00 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.032 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+75.00% |
1 Month |
|
|
+12.00% |
3 Months |
|
|
-63.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.032 |
0.015 |
1M High / 1M Low: |
0.032 |
0.015 |
6M High / 6M Low: |
0.220 |
0.015 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.087 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
295.51% |
Volatility 6M: |
|
223.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |