Morgan Stanley Call 82.5 WDC 21.0.../  DE000MG26418  /

Stuttgart
20/09/2024  12:14:18 Chg.-0.010 Bid17:52:41 Ask17:52:41 Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.234
Bid Size: 80,000
0.246
Ask Size: 80,000
Western Digital Corp... 82.50 USD 21/03/2025 Call
 

Master data

WKN: MG2641
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 82.50 USD
Maturity: 21/03/2025
Issue date: 11/04/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.74
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -1.48
Time value: 0.26
Break-even: 76.53
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.28
Theta: -0.02
Omega: 6.43
Rho: 0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.54%
1 Month
  -17.86%
3 Months
  -76.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.209
1M High / 1M Low: 0.280 0.175
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.235
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -