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

Stuttgart
7/11/2024  6:00:36 PM Chg.+0.023 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.151EUR +17.97% -
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: 17.41
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -1.64
Time value: 0.17
Break-even: 47.86
Moneyness: 0.65
Premium: 0.61
Premium p.a.: 0.98
Spread abs.: 0.04
Spread %: 27.61%
Delta: 0.26
Theta: -0.01
Omega: 4.44
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.151
Low: 0.130
Previous Close: 0.128
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.84%
1 Month  
+6.34%
3 Months
  -55.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.146 0.125
1M High / 1M Low: 0.183 0.125
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.131
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -