Morgan Stanley Call 90 WDC 20.12.2024
/ DE000MG607J2
Morgan Stanley Call 90 WDC 20.12..../ DE000MG607J2 /
| 7/29/2024 6:46:26 PM |
Chg.- |
Bid12:39:52 PM |
Ask12:39:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
0.95
Bid Size: 400 |
1.09
Ask Size: 400 |
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: |
58.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
-21.79 |
| Time value: |
1.05 |
| Break-even: |
84.24 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.04 |
| Spread %: |
3.96% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
8.68 |
| Rho: |
0.03 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.04 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.59% |
| 1 Month |
|
|
-51.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.04 |
| 1M High / 1M Low: |
2.57 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
