Morgan Stanley Call 87.5 WDC 20.1.../  DE000MG26442  /

Stuttgart
10/07/2024  18:30:05 Chg.0.000 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.590EUR 0.00% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 87.50 USD 20/12/2024 Call
 

Master data

WKN: MG2644
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 87.50 USD
Maturity: 20/12/2024
Issue date: 11/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.95
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.84
Time value: 0.56
Break-even: 86.51
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.43
Theta: -0.03
Omega: 5.55
Rho: 0.11
 

Quote data

Open: 0.540
High: 0.590
Low: 0.540
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.46%
1 Month  
+9.26%
3 Months
  -13.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.720 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   133.636
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -