Morgan Stanley Call 82.5 WDC 20.06.2025
/ DE000MG849Q5
Morgan Stanley Call 82.5 WDC 20.0.../ DE000MG849Q5 /
| 2024-10-11 8:46:41 PM |
Chg.- |
Bid9:01:02 AM |
Ask9:01:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.350
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
Western Digital Corp... |
82.50 USD |
2025-06-20 |
Call |
Master data
| WKN: |
MG849Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.35 |
| Parity: |
-1.61 |
| Time value: |
0.38 |
| Break-even: |
79.24 |
| Moneyness: |
0.79 |
| Premium: |
0.34 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
5.15 |
| Rho: |
0.11 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.520 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
