Morgan Stanley Call 64 CAL 21.03.2025
/ DE000MG107H7
Morgan Stanley Call 64 CAL 21.03..../ DE000MG107H7 /
17/07/2024 11:43:28 |
Chg.-0.002 |
Bid11:49:37 |
Ask11:49:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.093EUR |
-2.11% |
0.093 Bid Size: 12,500 |
0.127 Ask Size: 10,000 |
Caleres Inc |
64.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
MG107H |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Caleres Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
28/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.37 |
Parity: |
-2.72 |
Time value: |
0.13 |
Break-even: |
59.97 |
Moneyness: |
0.54 |
Premium: |
0.90 |
Premium p.a.: |
1.59 |
Spread abs.: |
0.03 |
Spread %: |
33.68% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
4.48 |
Rho: |
0.03 |
Quote data
Open: |
0.093 |
High: |
0.093 |
Low: |
0.093 |
Previous Close: |
0.095 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.14% |
1 Month |
|
|
+19.23% |
3 Months |
|
|
-38.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.095 |
0.086 |
1M High / 1M Low: |
0.107 |
0.072 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |