Morgan Stanley Call 95 WDC 21.03.2025
/ DE000MG26475
Morgan Stanley Call 95 WDC 21.03..../ DE000MG26475 /
| 2024-06-17 6:16:48 PM |
Chg.+0.030 |
Bid9:26:47 PM |
Ask9:26:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+4.92% |
0.680
Bid Size: 125,000 |
0.690
Ask Size: 125,000 |
Western Digital Corp... |
95.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG2647 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-1.58 |
| Time value: |
0.62 |
| Break-even: |
94.96 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
4.64 |
| Rho: |
0.17 |
Quote data
| Open: |
0.620 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+48.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.540 |
| 1M High / 1M Low: |
0.670 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
