Morgan Stanley Call 60 CAL 20.12..../  DE000MG107F1  /

Stuttgart
2024-06-28  9:07:42 PM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.071EUR 0.00% -
Bid Size: -
-
Ask Size: -
Caleres Inc 60.00 USD 2024-12-20 Call
 

Master data

WKN: MG107F
Issuer: Morgan Stanley
Currency: EUR
Underlying: Caleres Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.87
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.37
Parity: -2.46
Time value: 0.11
Break-even: 57.05
Moneyness: 0.56
Premium: 0.82
Premium p.a.: 2.51
Spread abs.: 0.03
Spread %: 45.83%
Delta: 0.16
Theta: -0.01
Omega: 4.93
Rho: 0.02
 

Quote data

Open: 0.072
High: 0.072
Low: 0.071
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.25%
1 Month
  -31.07%
3 Months
  -69.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.071
1M High / 1M Low: 0.103 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -