Morgan Stanley Call 85 WDC 21.03..../  DE000MG26426  /

Stuttgart
5/31/2024  6:56:37 PM Chg.-0.090 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.720EUR -11.11% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 85.00 USD 3/21/2025 Call
 

Master data

WKN: MG2642
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 3/21/2025
Issue date: 4/11/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.01
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -0.90
Time value: 0.77
Break-even: 86.05
Moneyness: 0.89
Premium: 0.24
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.48
Theta: -0.02
Omega: 4.29
Rho: 0.20
 

Quote data

Open: 0.720
High: 0.720
Low: 0.700
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+1.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.720
1M High / 1M Low: 0.850 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -