Morgan Stanley Call 65 WDC 21.03..../  DE000MG10859  /

Stuttgart
2024-05-31  6:20:19 PM Chg.- Bid11:16:21 AM Ask11:16:21 AM Underlying Strike price Expiration date Option type
1.58EUR - 1.71
Bid Size: 3,750
1.74
Ask Size: 3,750
Western Digital Corp... 65.00 USD 2025-03-21 Call
 

Master data

WKN: MG1085
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 0.95
Implied volatility: 0.46
Historic volatility: 0.31
Parity: 0.95
Time value: 0.74
Break-even: 76.79
Moneyness: 1.16
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.74
Theta: -0.02
Omega: 3.03
Rho: 0.27
 

Quote data

Open: 1.57
High: 1.58
Low: 1.57
Previous Close: 1.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.07%
1 Month  
+8.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.58
1M High / 1M Low: 1.84 1.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -