Morgan Stanley Call 42 CAL 21.03..../  DE000MG10727  /

Stuttgart
2024-05-31  8:37:27 PM Chg.-0.070 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.310EUR -18.42% -
Bid Size: -
-
Ask Size: -
Caleres Inc 42.00 USD 2025-03-21 Call
 

Master data

WKN: MG1072
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -0.67
Time value: 0.39
Break-even: 42.62
Moneyness: 0.83
Premium: 0.33
Premium p.a.: 0.43
Spread abs.: 0.07
Spread %: 21.88%
Delta: 0.45
Theta: -0.01
Omega: 3.70
Rho: 0.08
 

Quote data

Open: 0.390
High: 0.390
Low: 0.310
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.04%
1 Month
  -41.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.310
1M High / 1M Low: 0.650 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -