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

Stuttgart
9/11/2024  8:29:10 PM Chg.- Bid10:09:23 AM Ask10:09:23 AM Underlying Strike price Expiration date Option type
0.213EUR - 0.222
Bid Size: 10,000
0.245
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: 24.36
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -2.42
Time value: 0.24
Break-even: 84.10
Moneyness: 0.70
Premium: 0.46
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 4.42%
Delta: 0.23
Theta: -0.01
Omega: 5.66
Rho: 0.08
 

Quote data

Open: 0.216
High: 0.216
Low: 0.213
Previous Close: 0.216
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.75%
1 Month
  -11.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.226 0.188
1M High / 1M Low: 0.290 0.188
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -