Morgan Stanley Call 87.5 WDC 21.0.../  DE000MG5CYE4  /

Stuttgart
10/07/2024  17:47:00 Chg.+0.010 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 87.50 USD 21/03/2025 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: 21/03/2025
Issue date: 06/06/2024
Last trading day: 21/03/2025
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: 0.380
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+5.56%
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:   -