Morgan Stanley Call 77.5 WDC 19.12.2025
/ DE000MG83NJ7
Morgan Stanley Call 77.5 WDC 19.1.../ DE000MG83NJ7 /
| 2024-11-18 1:44:45 PM |
Chg.-0.010 |
Bid5:47:07 PM |
Ask5:47:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-1.61% |
0.670
Bid Size: 150,000 |
0.680
Ask Size: 150,000 |
Western Digital Corp... |
77.50 USD |
2025-12-19 |
Call |
Master data
| WKN: |
MG83NJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-07-26 |
| Last trading day: |
2025-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
-1.40 |
| Time value: |
0.65 |
| Break-even: |
80.06 |
| Moneyness: |
0.81 |
| Premium: |
0.34 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.21 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.61% |
| 1 Month |
|
|
-27.38% |
| 3 Months |
|
|
-23.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.610 |
| 1M High / 1M Low: |
0.990 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
