Morgan Stanley Call 47 CAL 21.03..../  DE000MG10776  /

Stuttgart
2024-05-31  8:37:29 PM Chg.-0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.220EUR -18.52% -
Bid Size: -
-
Ask Size: -
Caleres Inc 47.00 USD 2025-03-21 Call
 

Master data

WKN: MG1077
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 47.00 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: 11.42
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -1.14
Time value: 0.28
Break-even: 46.12
Moneyness: 0.74
Premium: 0.44
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 21.74%
Delta: 0.36
Theta: -0.01
Omega: 4.06
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.220
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -43.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.220
1M High / 1M Low: 0.490 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -