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

Stuttgart
8/2/2024  6:52:05 PM Chg.-0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.500EUR -10.71% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 90.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/17/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 90.43
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.35
Parity: -30.03
Time value: 0.58
Break-even: 83.07
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 2.34
Spread abs.: 0.04
Spread %: 7.41%
Delta: 0.09
Theta: -0.01
Omega: 8.18
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.500
Low: 0.490
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.36%
1 Month
  -77.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.500
1M High / 1M Low: 2.570 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   1.616
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -