Morgan Stanley Call 92.5 WDC 20.0.../  DE000MG849U7  /

Stuttgart
11/10/2024  20:46:41 Chg.- Bid09:06:23 Ask09:06:23 Underlying Strike price Expiration date Option type
0.203EUR - 0.207
Bid Size: 10,000
0.235
Ask Size: 10,000
Western Digital Corp... 92.50 USD 20/06/2025 Call
 

Master data

WKN: MG849U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 92.50 USD
Maturity: 20/06/2025
Issue date: 26/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.14
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -2.53
Time value: 0.23
Break-even: 86.86
Moneyness: 0.70
Premium: 0.46
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 7.58%
Delta: 0.22
Theta: -0.01
Omega: 5.80
Rho: 0.07
 

Quote data

Open: 0.191
High: 0.203
Low: 0.191
Previous Close: 0.205
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.42%
1 Month
  -4.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.203
1M High / 1M Low: 0.310 0.194
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -