Morgan Stanley Call 52 CAL 21.03..../  DE000MG107C8  /

Stuttgart
8/7/2024  9:00:43 PM Chg.- Bid9:23:07 AM Ask9:23:07 AM Underlying Strike price Expiration date Option type
0.117EUR - 0.126
Bid Size: 10,000
0.159
Ask Size: 10,000
Caleres Inc 52.00 USD 3/21/2025 Call
 

Master data

WKN: MG107C
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 52.00 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: 21.39
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.37
Parity: -1.57
Time value: 0.15
Break-even: 49.08
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 1.01
Spread abs.: 0.03
Spread %: 25.21%
Delta: 0.24
Theta: -0.01
Omega: 5.04
Rho: 0.04
 

Quote data

Open: 0.124
High: 0.124
Low: 0.117
Previous Close: 0.112
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.02%
1 Month
  -10.69%
3 Months
  -68.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.141 0.112
1M High / 1M Low: 0.176 0.112
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -