Morgan Stanley Call 95 WDC 19.12..../  DE000MG83NR0  /

Stuttgart
15/11/2024  20:22:20 Chg.- Bid08:01:05 Ask08:01:05 Underlying Strike price Expiration date Option type
0.300EUR - 0.300
Bid Size: 10,000
0.330
Ask Size: 10,000
Western Digital Corp... 95.00 USD 19/12/2025 Call
 

Master data

WKN: MG83NR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 19/12/2025
Issue date: 26/07/2024
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.64
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -3.06
Time value: 0.32
Break-even: 93.44
Moneyness: 0.66
Premium: 0.57
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.25
Theta: -0.01
Omega: 4.72
Rho: 0.13
 

Quote data

Open: 0.290
High: 0.300
Low: 0.290
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -31.82%
3 Months
  -30.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.290
1M High / 1M Low: 0.520 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -