Morgan Stanley Call 34 CAL 21.03.2025
/ DE000MG29PL1
Morgan Stanley Call 34 CAL 21.03..../ DE000MG29PL1 /
| 2024-06-26 3:45:45 PM |
Chg.+0.010 |
Bid7:19:38 PM |
Ask7:19:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.520
Bid Size: 125,000 |
0.580
Ask Size: 125,000 |
Caleres Inc |
34.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG29PL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 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: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
-0.06 |
| Time value: |
0.59 |
| Break-even: |
37.65 |
| Moneyness: |
0.98 |
| Premium: |
0.21 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
13.46% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
3.16 |
| Rho: |
0.09 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
-35.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
0.820 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.547 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
