Morgan Stanley Call 77.5 WDC 21.03.2025
/ DE000MG26400
Morgan Stanley Call 77.5 WDC 21.0.../ DE000MG26400 /
| 15/11/2024 18:51:57 |
Chg.-0.018 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.195EUR |
-8.45% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
77.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG2640 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
-1.40 |
| Time value: |
0.21 |
| Break-even: |
75.72 |
| Moneyness: |
0.81 |
| Premium: |
0.27 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
4.98% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
7.30 |
| Rho: |
0.05 |
Quote data
| Open: |
0.191 |
| High: |
0.195 |
| Low: |
0.191 |
| Previous Close: |
0.213 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.83% |
| 1 Month |
|
|
-51.25% |
| 3 Months |
|
|
-48.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.193 |
| 1M High / 1M Low: |
0.450 |
0.193 |
| 6M High / 6M Low: |
1.360 |
0.193 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.618 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.19% |
| Volatility 6M: |
|
185.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
