Morgan Stanley Call 35 CAL 21.03.2025
/ DE000MG29PM9
Morgan Stanley Call 35 CAL 21.03..../ DE000MG29PM9 /
| 14/10/2024 20:33:21 |
Chg.- |
Bid08:00:27 |
Ask08:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.270
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
Caleres Inc |
35.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG29PM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
9.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
-0.23 |
| Time value: |
0.30 |
| Break-even: |
35.08 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.05 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-37.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.350 |
0.220 |
| 6M High / 6M Low: |
1.100 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.62% |
| Volatility 6M: |
|
183.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
