Morgan Stanley Call 90 WDC 20.12..../  DE000MG5CYH7  /

Stuttgart
2024-07-23  9:01:11 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.214EUR - -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 90.00 - 2024-12-20 Call
 

Master data

WKN: MG5CYH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2024-06-06
Last trading day: 2024-07-24
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 56.07
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -5.72
Time value: 0.22
Break-even: 91.10
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 1.74
Spread abs.: 0.01
Spread %: 3.30%
Delta: 0.14
Theta: -0.01
Omega: 7.59
Rho: 0.03
 

Quote data

Open: 0.196
High: 0.214
Low: 0.196
Previous Close: 0.206
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.214 0.214
1M High / 1M Low: 0.300 0.179
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -