Morgan Stanley Call 90 WDC 20.06..../  DE000MG849T9  /

Stuttgart
10/11/2024  8:46:40 PM Chg.- Bid8:08:20 AM Ask8:08:20 AM Underlying Strike price Expiration date Option type
0.233EUR - 0.230
Bid Size: 10,000
0.260
Ask Size: 10,000
Western Digital Corp... 90.00 USD 6/20/2025 Call
 

Master data

WKN: MG849T
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 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: 22.84
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -2.30
Time value: 0.26
Break-even: 84.99
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.25
Theta: -0.01
Omega: 5.62
Rho: 0.08
 

Quote data

Open: 0.220
High: 0.233
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.79%
1 Month
  -2.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.350 0.222
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.257
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -