Morgan Stanley Call 97.5 WDC 20.1.../  DE000MG4DKR6  /

Stuttgart
2024-06-07  5:58:12 PM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 97.50 USD 2024-12-20 Call
 

Master data

WKN: MG4DKR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 97.50 USD
Maturity: 2024-12-20
Issue date: 2024-05-17
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.79
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -2.08
Time value: 0.28
Break-even: 93.06
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.26
Theta: -0.02
Omega: 6.36
Rho: 0.08
 

Quote data

Open: 0.270
High: 0.280
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -