Morgan Stanley Call 92.5 WDC 21.03.2025
/ DE000MG26459
Morgan Stanley Call 92.5 WDC 21.0.../ DE000MG26459 /
| 7/30/2024 12:47:40 PM |
Chg.-0.020 |
Bid7/30/2024 |
Ask7/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.240
Bid Size: 5,000 |
0.270
Ask Size: 5,000 |
Western Digital Corp... |
92.50 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-2.41 |
| Time value: |
0.27 |
| Break-even: |
88.20 |
| Moneyness: |
0.72 |
| Premium: |
0.44 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
5.59 |
| Rho: |
0.08 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.46% |
| 1 Month |
|
|
-60.66% |
| 3 Months |
|
|
-54.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.260 |
| 1M High / 1M Low: |
0.660 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
