Morgan Stanley Call 40 CAL 21.03.2025
/ DE000MG10701
Morgan Stanley Call 40 CAL 21.03..../ DE000MG10701 /
| 14/10/2024 20:08:04 |
Chg.- |
Bid08:37:38 |
Ask08:37:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
- |
0.150
Bid Size: 10,000 |
0.183
Ask Size: 10,000 |
Caleres Inc |
40.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG1070 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
-0.68 |
| Time value: |
0.17 |
| Break-even: |
38.38 |
| Moneyness: |
0.81 |
| Premium: |
0.29 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.03 |
Quote data
| Open: |
0.151 |
| High: |
0.153 |
| Low: |
0.151 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
-1.92% |
| 3 Months |
|
|
-47.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.153 |
0.112 |
| 1M High / 1M Low: |
0.207 |
0.112 |
| 6M High / 6M Low: |
0.770 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.62% |
| Volatility 6M: |
|
189.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
