Morgan Stanley Call 42 CAL 20.09.2024
/ DE000ME2CK95
Morgan Stanley Call 42 CAL 20.09..../ DE000ME2CK95 /
| 2024-05-24 8:44:05 PM |
Chg.+0.034 |
Bid9:22:50 PM |
Ask9:22:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+19.32% |
0.210
Bid Size: 20,000 |
0.270
Ask Size: 20,000 |
Caleres Inc |
42.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2CK9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
-0.54 |
| Time value: |
0.22 |
| Break-even: |
41.07 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.05 |
| Spread %: |
25.42% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
5.68 |
| Rho: |
0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.176 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
-27.59% |
| YTD |
|
|
+32.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.175 |
| 1M High / 1M Low: |
0.340 |
0.175 |
| 6M High / 6M Low: |
0.520 |
0.077 |
| High (YTD): |
2024-03-21 |
0.520 |
| Low (YTD): |
2024-01-15 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.95% |
| Volatility 6M: |
|
201.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
