Morgan Stanley Call 43 CAL 21.03..../  DE000MG10735  /

Stuttgart
19/11/2024  11:52:46 Chg.-0.012 Bid19/11/2024 Ask19/11/2024 Underlying Strike price Expiration date Option type
0.068EUR -15.00% 0.068
Bid Size: 17,500
0.096
Ask Size: 17,500
Caleres Inc 43.00 USD 21/03/2025 Call
 

Master data

WKN: MG1073
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 43.00 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: 32.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.40
Parity: -1.24
Time value: 0.09
Break-even: 41.46
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 2.18
Spread abs.: 0.01
Spread %: 14.47%
Delta: 0.19
Theta: -0.01
Omega: 6.19
Rho: 0.02
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.88%
1 Month
  -42.37%
3 Months
  -88.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.076
1M High / 1M Low: 0.102 0.062
6M High / 6M Low: 0.620 0.062
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.91%
Volatility 6M:   207.49%
Volatility 1Y:   -
Volatility 3Y:   -