Morgan Stanley Call 90 WDC 20.12..../  DE000MG607J2  /

Stuttgart
2024-07-05  6:06:37 PM Chg.-0.06 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.16EUR -2.70% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 90.00 USD 2024-12-20 Call
 

Master data

WKN: MG607J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2024-06-17
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 32.51
Leverage: Yes

Calculated values

Fair value: 2.48
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.31
Parity: -11.84
Time value: 2.19
Break-even: 85.22
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 1.39%
Delta: 0.28
Theta: -0.02
Omega: 9.01
Rho: 0.08
 

Quote data

Open: 2.27
High: 2.27
Low: 2.16
Previous Close: 2.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.93%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.29 2.13
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -