Morgan Stanley Call 87.5 WDC 20.0.../  DE000MG849S1  /

Stuttgart
11/18/2024  1:46:26 PM Chg.-0.004 Bid8:04:07 PM Ask8:04:07 PM Underlying Strike price Expiration date Option type
0.188EUR -2.08% 0.223
Bid Size: 150,000
0.233
Ask Size: 150,000
Western Digital Corp... 87.50 USD 6/20/2025 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: 6/20/2025
Issue date: 7/26/2024
Last trading day: 6/20/2025
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: 0.188
High: 0.188
Low: 0.188
Previous Close: 0.192
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.86%
1 Month
  -41.25%
3 Months
  -39.35%
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:   -