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

Stuttgart
7/11/2024  6:53:22 PM Chg.+0.060 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.480EUR +14.29% -
Bid Size: -
-
Ask Size: -
Caleres Inc 34.00 USD 3/21/2025 Call
 

Master data

WKN: MG29PL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 3/21/2025
Issue date: 4/12/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.08
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.37
Parity: -0.16
Time value: 0.49
Break-even: 36.28
Moneyness: 0.95
Premium: 0.22
Premium p.a.: 0.33
Spread abs.: 0.06
Spread %: 13.95%
Delta: 0.56
Theta: -0.01
Omega: 3.42
Rho: 0.08
 

Quote data

Open: 0.420
High: 0.480
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -2.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 0.580 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -