Morgan Stanley Call 87.5 WDC 21.03.2025
/ DE000MG5CYE4
Morgan Stanley Call 87.5 WDC 21.0.../ DE000MG5CYE4 /
| 2024-07-10 11:44:23 AM |
Chg.-0.010 |
Bid4:36:45 PM |
Ask4:36:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.380
Bid Size: 70,000 |
0.390
Ask Size: 70,000 |
Western Digital Corp... |
87.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG5CYE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 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: |
38.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.31 |
| Parity: |
-1.68 |
| Time value: |
0.38 |
| Break-even: |
82.81 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
11.65 |
| Rho: |
0.14 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
