Morgan Stanley Call 77.5 WDC 21.03.2025
/ DE000MG26400
Morgan Stanley Call 77.5 WDC 21.0.../ DE000MG26400 /
| 2024-05-21 9:13:58 PM |
Chg.- |
Bid11:24:06 AM |
Ask11:24:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
0.950
Bid Size: 3,750 |
0.980
Ask Size: 3,750 |
Western Digital Corp... |
77.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG2640 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.32 |
| Time value: |
0.98 |
| Break-even: |
81.20 |
| Moneyness: |
0.95 |
| Premium: |
0.19 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
3.90 |
| Rho: |
0.24 |
Quote data
| Open: |
0.910 |
| High: |
0.990 |
| Low: |
0.910 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.49% |
| 1 Month |
|
|
+19.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.900 |
| 1M High / 1M Low: |
1.060 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
