Morgan Stanley Call 43 CAL 20.12..../  DE000ME8L241  /

Stuttgart
2024-05-31  8:38:09 PM Chg.-0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.210EUR -19.23% -
Bid Size: -
-
Ask Size: -
Caleres Inc 43.00 USD 2024-12-20 Call
 

Master data

WKN: ME8L24
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 43.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.79
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -0.77
Time value: 0.25
Break-even: 42.14
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 0.65
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.37
Theta: -0.01
Omega: 4.72
Rho: 0.05
 

Quote data

Open: 0.250
High: 0.250
Low: 0.210
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -46.15%
3 Months
  -58.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.210
1M High / 1M Low: 0.490 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.285
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -