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

Stuttgart
2024-05-31  8:39:21 PM Chg.-0.012 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.055EUR -17.91% -
Bid Size: -
-
Ask Size: -
Caleres Inc 64.00 USD 2024-12-20 Call
 

Master data

WKN: ME9P4B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.37
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.38
Parity: -2.70
Time value: 0.09
Break-even: 59.92
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 2.11
Spread abs.: 0.04
Spread %: 63.16%
Delta: 0.15
Theta: -0.01
Omega: 5.07
Rho: 0.02
 

Quote data

Open: 0.061
High: 0.061
Low: 0.055
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.93%
1 Month
  -50.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.055
1M High / 1M Low: 0.160 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -