Morgan Stanley Call 60 WDC 20.12..../  DE000MG60771  /

Stuttgart
2024-10-28  8:12:02 PM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
6.80EUR - -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 60.00 - 2024-12-20 Call
 

Master data

WKN: MG6077
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2024-06-17
Last trading day: 2024-10-29
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.35
Parity: -0.35
Time value: 6.72
Break-even: 66.72
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 2.33
Spread abs.: 0.08
Spread %: 1.20%
Delta: 0.55
Theta: -0.10
Omega: 4.91
Rho: 0.02
 

Quote data

Open: 6.61
High: 6.80
Low: 6.61
Previous Close: 6.69
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.69%
3 Months  
+48.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 6.80 5.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   5.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -