Morgan Stanley Call 48 CAL 21.03..../  DE000MG10784  /

Stuttgart
8/7/2024  9:00:43 PM Chg.- Bid9:23:07 AM Ask9:23:07 AM Underlying Strike price Expiration date Option type
0.158EUR - 0.167
Bid Size: 10,000
0.202
Ask Size: 10,000
Caleres Inc 48.00 USD 3/21/2025 Call
 

Master data

WKN: MG1078
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 48.00 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: 16.51
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -1.21
Time value: 0.19
Break-even: 45.86
Moneyness: 0.73
Premium: 0.44
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 19.88%
Delta: 0.29
Theta: -0.01
Omega: 4.83
Rho: 0.05
 

Quote data

Open: 0.171
High: 0.171
Low: 0.158
Previous Close: 0.158
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.13%
1 Month
  -3.66%
3 Months
  -65.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.193 0.158
1M High / 1M Low: 0.230 0.139
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.169
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -