Morgan Stanley Call 80 WDC 20.12..../  DE000MG5D1Y6  /

Stuttgart
02/08/2024  21:12:14 Chg.-0.040 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.620EUR -6.06% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 20/12/2024 Call
 

Master data

WKN: MG5D1Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/12/2024
Issue date: 06/06/2024
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 77.13
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -20.87
Time value: 0.68
Break-even: 74.00
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 1.47
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.12
Theta: -0.01
Omega: 9.16
Rho: 0.02
 

Quote data

Open: 0.630
High: 0.630
Low: 0.620
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.55%
1 Month
  -70.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.620
1M High / 1M Low: 2.280 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   1.611
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -