Morgan Stanley Call 60 CAL 20.12.2024
/ DE000MG107F1
Morgan Stanley Call 60 CAL 20.12..../ DE000MG107F1 /
9/18/2024 11:53:11 AM |
Chg.-0.001 |
Bid3:31:38 PM |
Ask3:31:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
-3.70% |
0.027 Bid Size: 150,000 |
0.054 Ask Size: 150,000 |
Caleres Inc |
60.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
MG107F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Caleres Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/28/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
54.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.82 |
Historic volatility: |
0.38 |
Parity: |
-2.44 |
Time value: |
0.05 |
Break-even: |
54.49 |
Moneyness: |
0.55 |
Premium: |
0.84 |
Premium p.a.: |
10.03 |
Spread abs.: |
0.03 |
Spread %: |
107.69% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
5.93 |
Rho: |
0.01 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.027 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.59% |
1 Month |
|
|
-68.29% |
3 Months |
|
|
-61.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.024 |
1M High / 1M Low: |
0.096 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |