Morgan Stanley Call 80 WDC 19.09.2025
/ DE000MJ2ZFY6
Morgan Stanley Call 80 WDC 19.09..../ DE000MJ2ZFY6 /
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: |
|
- |