Morgan Stanley Call 42 CAL 21.03..../  DE000MG10727  /

Stuttgart
6/28/2024  9:07:40 PM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.270EUR 0.00% -
Bid Size: -
-
Ask Size: -
Caleres Inc 42.00 USD 3/21/2025 Call
 

Master data

WKN: MG1072
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 3/21/2025
Issue date: 3/28/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.37
Parity: -0.78
Time value: 0.33
Break-even: 42.50
Moneyness: 0.80
Premium: 0.36
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 17.86%
Delta: 0.41
Theta: -0.01
Omega: 3.93
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.270
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -41.30%
3 Months
  -65.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.460 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -