Morgan Stanley Call 64 CAL 20.12..../  DE000ME9P4B5  /

Stuttgart
8/7/2024  6:50:55 PM Chg.- Bid9:23:07 AM Ask9:23:07 AM Underlying Strike price Expiration date Option type
0.034EUR - 0.041
Bid Size: 27,500
0.074
Ask Size: 15,000
Caleres Inc 64.00 USD 12/20/2024 Call
 

Master data

WKN: ME9P4B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 12/20/2024
Issue date: 3/6/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.37
Parity: -2.67
Time value: 0.06
Break-even: 59.21
Moneyness: 0.54
Premium: 0.86
Premium p.a.: 4.40
Spread abs.: 0.03
Spread %: 88.24%
Delta: 0.12
Theta: -0.01
Omega: 5.74
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.034
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month
  -46.88%
3 Months
  -78.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.024
1M High / 1M Low: 0.069 0.024
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -