Morgan Stanley Put 60 WDC 20.09.2.../  DE000MG0FTF5  /

Stuttgart
2024-06-11  9:49:40 AM Chg.-0.006 Bid2:45:05 PM Ask2:45:05 PM Underlying Strike price Expiration date Option type
0.083EUR -6.74% 0.088
Bid Size: 3,750
0.101
Ask Size: 3,750
Western Digital Corp... 60.00 USD 2024-09-20 Put
 

Master data

WKN: MG0FTF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -1.59
Time value: 0.10
Break-even: 54.78
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 11.63%
Delta: -0.11
Theta: -0.01
Omega: -8.06
Rho: -0.02
 

Quote data

Open: 0.083
High: 0.083
Low: 0.083
Previous Close: 0.089
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.55%
1 Month
  -51.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.113 0.088
1M High / 1M Low: 0.191 0.088
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -