Morgan Stanley Call 90 WDC 21.03..../  DE000MG607K0  /

Stuttgart
7/5/2024  6:06:37 PM Chg.-0.05 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.63EUR -1.87% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 90.00 USD 3/21/2025 Call
 

Master data

WKN: MG607K
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 3/21/2025
Issue date: 6/17/2024
Last trading day: 3/21/2025
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 26.76
Leverage: Yes

Calculated values

Fair value: 3.98
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.31
Parity: -11.84
Time value: 2.66
Break-even: 85.69
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 1.14%
Delta: 0.31
Theta: -0.01
Omega: 8.24
Rho: 0.14
 

Quote data

Open: 2.73
High: 2.73
Low: 2.63
Previous Close: 2.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.77%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.75 2.60
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
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:   -