Morgan Stanley Call 80 WDC 19.09..../  DE000MJ2ZFY6  /

Stuttgart
2024-11-15  8:34:32 PM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.430EUR -6.52% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 2025-09-19 Call
 

Master data

WKN: MJ2ZFY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-09-19
Issue date: 2024-10-15
Last trading day: 2025-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.26
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.35
Parity: -1.63
Time value: 0.45
Break-even: 80.49
Moneyness: 0.79
Premium: 0.35
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.35
Theta: -0.02
Omega: 4.70
Rho: 0.14
 

Quote data

Open: 0.420
High: 0.430
Low: 0.420
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.12%
1 Month
  -31.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.420
1M High / 1M Low: 0.750 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.591
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -