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

Stuttgart
2024-07-10  5:47:00 PM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% -
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: 35.38
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.31
Parity: -1.22
Time value: 0.41
Break-even: 80.65
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.35
Theta: -0.01
Omega: 12.54
Rho: 0.16
 

Quote data

Open: 0.390
High: 0.420
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+7.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.380
1M High / 1M Low: 0.440 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -