Morgan Stanley Call 42 CAL 21.03.2025
/ DE000MG10727
Morgan Stanley Call 42 CAL 21.03..../ DE000MG10727 /
| 2024-06-26 4:07:23 PM |
Chg.0.000 |
Bid7:48:04 PM |
Ask7:48:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.270
Bid Size: 125,000 |
0.330
Ask Size: 125,000 |
Caleres Inc |
42.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG1072 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
-0.81 |
| Time value: |
0.33 |
| Break-even: |
42.52 |
| Moneyness: |
0.79 |
| Premium: |
0.36 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
22.22% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-42.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.490 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
