Morgan Stanley Call 90 WDC 19.12.2025
/ DE000MG83NP4
Morgan Stanley Call 90 WDC 19.12..../ DE000MG83NP4 /
| 11/15/2024 8:22:20 PM |
Chg.- |
Bid9:30:24 AM |
Ask9:30:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.370
Bid Size: 10,000 |
0.400
Ask Size: 10,000 |
Western Digital Corp... |
90.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
MG83NP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
-2.58 |
| Time value: |
0.39 |
| Break-even: |
89.32 |
| Moneyness: |
0.70 |
| Premium: |
0.50 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.15 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.00% |
| 1 Month |
|
|
-30.19% |
| 3 Months |
|
|
-27.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.360 |
| 1M High / 1M Low: |
0.620 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
