Morgan Stanley Call 65 WDC 21.03..../  DE000MG10859  /

Stuttgart
2024-06-25  5:57:06 PM Chg.+0.08 Bid7:42:07 PM Ask7:42:07 PM Underlying Strike price Expiration date Option type
1.79EUR +4.68% 1.80
Bid Size: 125,000
1.81
Ask Size: 125,000
Western Digital Corp... 65.00 USD 2025-03-21 Call
 

Master data

WKN: MG1085
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.97
Implied volatility: 0.47
Historic volatility: 0.31
Parity: 0.97
Time value: 0.73
Break-even: 77.57
Moneyness: 1.16
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.59%
Delta: 0.74
Theta: -0.02
Omega: 3.04
Rho: 0.26
 

Quote data

Open: 1.70
High: 1.79
Low: 1.70
Previous Close: 1.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.35%
1 Month  
+9.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.71
1M High / 1M Low: 2.09 1.55
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -