Morgan Stanley Call 42 CAL 21.03.2025
/ DE000MG10727
Morgan Stanley Call 42 CAL 21.03..../ DE000MG10727 /
| 14/10/2024 20:08:04 |
Chg.- |
Bid08:00:27 |
Ask08:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
- |
0.119
Bid Size: 10,000 |
0.151
Ask Size: 10,000 |
Caleres Inc |
42.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG1072 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
-0.87 |
| Time value: |
0.14 |
| Break-even: |
39.90 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.02 |
| Spread %: |
14.75% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.03 |
Quote data
| Open: |
0.121 |
| High: |
0.124 |
| Low: |
0.121 |
| Previous Close: |
0.109 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.00% |
| 1 Month |
|
|
-0.80% |
| 3 Months |
|
|
-48.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.087 |
| 1M High / 1M Low: |
0.166 |
0.087 |
| 6M High / 6M Low: |
0.670 |
0.087 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.20% |
| Volatility 6M: |
|
198.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
