Morgan Stanley Call 34 CAL 21.03..../  DE000MG29PL1  /

Stuttgart
28/06/2024  20:42:49 Chg.-0.020 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.520EUR -3.70% -
Bid Size: -
-
Ask Size: -
Caleres Inc 34.00 USD 21/03/2025 Call
 

Master data

WKN: MG29PL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 21/03/2025
Issue date: 12/04/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -0.04
Time value: 0.59
Break-even: 37.63
Moneyness: 0.99
Premium: 0.20
Premium p.a.: 0.29
Spread abs.: 0.06
Spread %: 11.32%
Delta: 0.60
Theta: -0.01
Omega: 3.21
Rho: 0.09
 

Quote data

Open: 0.540
High: 0.540
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -34.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.510
1M High / 1M Low: 0.790 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -