Morgan Stanley Call 51 CAL 21.03..../  DE000MG107B0  /

Stuttgart
11/18/2024  5:50:42 PM Chg.- Bid11:11:30 AM Ask11:11:30 AM Underlying Strike price Expiration date Option type
0.049EUR - 0.043
Bid Size: 27,500
0.069
Ask Size: 27,500
Caleres Inc 51.00 USD 3/21/2025 Call
 

Master data

WKN: MG107B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 51.00 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: 48.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.40
Parity: -2.00
Time value: 0.06
Break-even: 48.72
Moneyness: 0.59
Premium: 0.73
Premium p.a.: 4.15
Spread abs.: 0.01
Spread %: 16.00%
Delta: 0.12
Theta: -0.01
Omega: 6.05
Rho: 0.01
 

Quote data

Open: 0.044
High: 0.049
Low: 0.044
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month
  -24.62%
3 Months
  -84.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.049
1M High / 1M Low: 0.058 0.044
6M High / 6M Low: 0.340 0.037
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.34%
Volatility 6M:   186.48%
Volatility 1Y:   -
Volatility 3Y:   -