Morgan Stanley Call 48 CAL 20.12..../  DE000ME742Q4  /

Stuttgart
2024-05-31  8:36:20 PM Chg.-0.044 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.133EUR -24.86% -
Bid Size: -
-
Ask Size: -
Caleres Inc 48.00 USD 2024-12-20 Call
 

Master data

WKN: ME742Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-18
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.16
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.38
Parity: -1.23
Time value: 0.18
Break-even: 46.01
Moneyness: 0.72
Premium: 0.44
Premium p.a.: 0.93
Spread abs.: 0.04
Spread %: 26.62%
Delta: 0.28
Theta: -0.01
Omega: 5.03
Rho: 0.04
 

Quote data

Open: 0.181
High: 0.181
Low: 0.133
Previous Close: 0.177
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.17%
1 Month
  -50.74%
3 Months
  -63.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.133
1M High / 1M Low: 0.350 0.133
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -