Morgan Stanley Call 87.5 WDC 21.03.2025
/ DE000MG26434
Morgan Stanley Call 87.5 WDC 21.0.../ DE000MG26434 /
| 2024-05-21 2:02:13 PM |
Chg.-0.050 |
Bid2:35:31 PM |
Ask2:35:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-7.81% |
0.560
Bid Size: 3,750 |
0.580
Ask Size: 3,750 |
Western Digital Corp... |
87.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG2643 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 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: |
10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-1.33 |
| Time value: |
0.62 |
| Break-even: |
86.77 |
| Moneyness: |
0.83 |
| Premium: |
0.29 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
4.52 |
| Rho: |
0.18 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.590 |
| 1M High / 1M Low: |
0.720 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
