Morgan Stanley Call 80 WDC 21.03..../  DE000MG607E3  /

Stuttgart
8/5/2024  6:46:44 PM Chg.-0.02 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.24EUR -1.59% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 3/21/2025 Call
 

Master data

WKN: MG607E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 3/21/2025
Issue date: 6/17/2024
Last trading day: 3/21/2025
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 38.01
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.35
Parity: -20.87
Time value: 1.38
Break-even: 74.70
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.76
Spread abs.: 0.04
Spread %: 2.99%
Delta: 0.18
Theta: -0.01
Omega: 7.01
Rho: 0.05
 

Quote data

Open: 1.17
High: 1.24
Low: 1.17
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.01%
1 Month
  -67.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 1.26
1M High / 1M Low: 4.22 1.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   3.02
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -