Morgan Stanley Call 60 WDC 21.03..../  DE000MG9CM18  /

Stuttgart
2024-11-15  8:53:02 PM Chg.-0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.770EUR -4.94% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 60.00 USD 2025-03-21 Call
 

Master data

WKN: MG9CM1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-03-21
Issue date: 2024-08-13
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.55
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.27
Implied volatility: 0.45
Historic volatility: 0.35
Parity: 0.27
Time value: 0.52
Break-even: 64.89
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.63
Theta: -0.03
Omega: 4.79
Rho: 0.10
 

Quote data

Open: 0.740
High: 0.770
Low: 0.740
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.36%
1 Month
  -31.25%
3 Months
  -25.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.770
1M High / 1M Low: 1.300 0.770
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   1.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -