Morgan Stanley Call 87.5 WDC 20.06.2025
/ DE000MG849S1
Morgan Stanley Call 87.5 WDC 20.0.../ DE000MG849S1 /
2024-11-15 8:22:50 PM |
Chg.- |
Bid11:59:18 AM |
Ask11:59:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.192EUR |
- |
0.188 Bid Size: 10,000 |
0.212 Ask Size: 10,000 |
Western Digital Corp... |
87.50 USD |
2025-06-20 |
Call |
Master data
WKN: |
MG849S |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.50 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: |
28.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.35 |
Parity: |
-2.34 |
Time value: |
0.21 |
Break-even: |
85.14 |
Moneyness: |
0.72 |
Premium: |
0.43 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.01 |
Spread %: |
5.03% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
6.17 |
Rho: |
0.06 |
Quote data
Open: |
0.189 |
High: |
0.192 |
Low: |
0.189 |
Previous Close: |
0.209 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.43% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-38.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.189 |
1M High / 1M Low: |
0.390 |
0.189 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |