Morgan Stanley Call 85 WDC 20.12.2024
/ DE000MG607G8
Morgan Stanley Call 85 WDC 20.12..../ DE000MG607G8 /
| 2024-07-10 2:34:54 PM |
Chg.-0.16 |
Bid4:51:06 PM |
Ask4:51:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-5.19% |
3.06
Bid Size: 12,500 |
3.10
Ask Size: 12,500 |
Western Digital Corp... |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG607G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
-6.08 |
| Time value: |
2.95 |
| Break-even: |
81.55 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
1.37% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
9.39 |
| Rho: |
0.11 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.74 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
