Morgan Stanley Call 49 CAL 21.03.2025
/ DE000MG10792
Morgan Stanley Call 49 CAL 21.03..../ DE000MG10792 /
| 13/09/2024 11:32:13 |
Chg.-0.007 |
Bid13/09/2024 |
Ask13/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-11.11% |
0.056
Bid Size: 20,000 |
0.087
Ask Size: 15,000 |
Caleres Inc |
49.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG1079 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Caleres Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.39 |
| Parity: |
-1.69 |
| Time value: |
0.10 |
| Break-even: |
45.23 |
| Moneyness: |
0.62 |
| Premium: |
0.66 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.04 |
| Spread %: |
58.73% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.65% |
| 1 Month |
|
|
-68.54% |
| 3 Months |
|
|
-70.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.063 |
| 1M High / 1M Low: |
0.400 |
0.063 |
| 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: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
