Morgan Stanley Call 75 WDC 21.03..../  DE000MG10875  /

Stuttgart
2024-06-07  5:57:02 PM Chg.-0.03 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.13EUR -2.59% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 75.00 USD 2025-03-21 Call
 

Master data

WKN: MG1087
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 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: 6.14
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 0.00
Time value: 1.13
Break-even: 80.73
Moneyness: 1.00
Premium: 0.16
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.60
Theta: -0.02
Omega: 3.71
Rho: 0.24
 

Quote data

Open: 1.12
High: 1.13
Low: 1.12
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.61%
1 Month  
+11.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 1.04
1M High / 1M Low: 1.29 0.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -