Morgan Stanley Call 85 WDC 21.03..../  DE000MG5CYD6  /

Stuttgart
2024-06-28  9:27:51 PM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 85.00 USD 2025-03-21 Call
 

Master data

WKN: MG5CYD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2025-03-21
Issue date: 2024-06-06
Last trading day: 2025-03-21
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 37.22
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.32
Parity: -1.72
Time value: 0.38
Break-even: 81.24
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.30
Theta: -0.01
Omega: 11.30
Rho: 0.14
 

Quote data

Open: 0.390
High: 0.390
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.370
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
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:   -