Morgan Stanley Call 50 CAL 21.03..../  DE000MG107A2  /

Stuttgart
6/28/2024  9:07:40 PM Chg.-0.005 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.160EUR -3.03% -
Bid Size: -
-
Ask Size: -
Caleres Inc 50.00 USD 3/21/2025 Call
 

Master data

WKN: MG107A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 15.08
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.37
Parity: -1.53
Time value: 0.21
Break-even: 48.75
Moneyness: 0.67
Premium: 0.55
Premium p.a.: 0.84
Spread abs.: 0.04
Spread %: 26.83%
Delta: 0.29
Theta: -0.01
Omega: 4.31
Rho: 0.05
 

Quote data

Open: 0.167
High: 0.167
Low: 0.160
Previous Close: 0.165
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.57%
1 Month
  -40.74%
3 Months
  -69.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.179 0.160
1M High / 1M Low: 0.270 0.138
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -