Morgan Stanley Call 92.5 WDC 21.03.2025
/ DE000MG26459
Morgan Stanley Call 92.5 WDC 21.0.../ DE000MG26459 /
| 2024-06-26 8:27:37 PM |
Chg.-0.050 |
Bid8:51:09 PM |
Ask8:51:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-8.20% |
0.550
Bid Size: 125,000 |
0.560
Ask Size: 125,000 |
Western Digital Corp... |
92.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG2645 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
-1.46 |
| Time value: |
0.62 |
| Break-even: |
92.57 |
| Moneyness: |
0.83 |
| Premium: |
0.29 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
4.65 |
| Rho: |
0.17 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.560 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.560 |
| 1M High / 1M Low: |
0.770 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
