Morgan Stanley Call 95 WDC 20.12.2024
/ DE000MG5CYL9
Morgan Stanley Call 95 WDC 20.12..../ DE000MG5CYL9 /
| 10/07/2024 11:44:23 |
Chg.-0.012 |
Bid15:46:01 |
Ask15:46:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-5.17% |
0.242
Bid Size: 70,000 |
0.249
Ask Size: 70,000 |
Western Digital Corp... |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG5CYL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
60.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.31 |
| Parity: |
-3.06 |
| Time value: |
0.24 |
| Break-even: |
89.05 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
3.00% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
11.16 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.232 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.38% |
| 1 Month |
|
|
-5.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.220 |
| 1M High / 1M Low: |
0.280 |
0.213 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
