Morgan Stanley Call 46 CAL 20.09.2024
/ DE000ME8QH07
Morgan Stanley Call 46 CAL 20.09..../ DE000ME8QH07 /
| 2024-05-24 3:37:07 PM |
Chg.+0.018 |
Bid7:25:52 PM |
Ask7:25:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+16.07% |
0.134
Bid Size: 20,000 |
0.178
Ask Size: 20,000 |
Caleres Inc |
46.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME8QH0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.39 |
| Parity: |
-0.91 |
| Time value: |
0.15 |
| Break-even: |
44.04 |
| Moneyness: |
0.79 |
| Premium: |
0.32 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.04 |
| Spread %: |
33.04% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
6.18 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.112 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.41% |
| 1 Month |
|
|
-24.86% |
| 3 Months |
|
|
-35.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.136 |
0.109 |
| 1M High / 1M Low: |
0.230 |
0.109 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
