Morgan Stanley Call 105 WDC 20.12.2024
/ DE000MG26483
Morgan Stanley Call 105 WDC 20.12.../ DE000MG26483 /
2024-05-21 9:13:57 PM |
Chg.- |
Bid9:40:07 AM |
Ask9:40:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.179EUR |
- |
0.175 Bid Size: 3,750 |
0.202 Ask Size: 3,750 |
Western Digital Corp... |
105.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
MG2648 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-11 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.31 |
Parity: |
-2.86 |
Time value: |
0.19 |
Break-even: |
98.65 |
Moneyness: |
0.70 |
Premium: |
0.45 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
5.52% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
6.68 |
Rho: |
0.06 |
Quote data
Open: |
0.166 |
High: |
0.186 |
Low: |
0.166 |
Previous Close: |
0.186 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.73% |
1 Month |
|
|
-1.65% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.223 |
0.170 |
1M High / 1M Low: |
0.223 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.195 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |