Morgan Stanley Call 80 WDC 20.12..../  DE000MG607F0  /

Stuttgart
8/15/2024  6:47:16 PM Chg.+0.09 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.03EUR +9.57% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 12/20/2024 Call
 

Master data

WKN: MG607F
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/20/2024
Issue date: 6/17/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 56.42
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.34
Parity: -16.79
Time value: 0.99
Break-even: 73.64
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.21
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.16
Theta: -0.01
Omega: 9.17
Rho: 0.03
 

Quote data

Open: 0.93
High: 1.03
Low: 0.93
Previous Close: 0.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.44%
1 Month
  -71.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.90
1M High / 1M Low: 3.58 0.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -