Morgan Stanley Call 35 CAL 21.03..../  DE000MG29PM9  /

Stuttgart
2024-05-31  8:38:38 PM Chg.-0.110 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.530EUR -17.19% -
Bid Size: -
-
Ask Size: -
Caleres Inc 35.00 USD 2025-03-21 Call
 

Master data

WKN: MG29PM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.07
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.38
Parity: -0.03
Time value: 0.63
Break-even: 38.56
Moneyness: 0.99
Premium: 0.21
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 14.55%
Delta: 0.61
Theta: -0.01
Omega: 3.10
Rho: 0.11
 

Quote data

Open: 0.620
High: 0.620
Low: 0.530
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.26%
1 Month
  -33.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.530
1M High / 1M Low: 0.960 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.783
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -