Morgan Stanley Call 49 CAL 21.03..../  DE000MG10792  /

Stuttgart
7/11/2024  6:00:36 PM Chg.+0.024 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.159EUR +17.78% -
Bid Size: -
-
Ask Size: -
Caleres Inc 49.00 USD 3/21/2025 Call
 

Master data

WKN: MG1079
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 49.00 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: 16.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.37
Parity: -1.55
Time value: 0.18
Break-even: 47.02
Moneyness: 0.66
Premium: 0.58
Premium p.a.: 0.93
Spread abs.: 0.04
Spread %: 26.95%
Delta: 0.27
Theta: -0.01
Omega: 4.43
Rho: 0.04
 

Quote data

Open: 0.138
High: 0.159
Low: 0.138
Previous Close: 0.135
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.66%
1 Month  
+5.30%
3 Months
  -55.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.131
1M High / 1M Low: 0.193 0.131
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -