Morgan Stanley Call 50 WDC 20.12..../  DE000MB35T35  /

Stuttgart
2024-06-07  8:59:33 PM Chg.-0.03 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.56EUR -1.16% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 50.00 - 2024-12-20 Call
 

Master data

WKN: MB35T3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.70
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.94
Implied volatility: 0.77
Historic volatility: 0.31
Parity: 1.94
Time value: 0.63
Break-even: 75.70
Moneyness: 1.39
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.39%
Delta: 0.82
Theta: -0.03
Omega: 2.20
Rho: 0.17
 

Quote data

Open: 2.56
High: 2.58
Low: 2.56
Previous Close: 2.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+8.94%
3 Months  
+51.48%
YTD  
+161.22%
1 Year  
+412.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.72 2.47
1M High / 1M Low: 2.78 2.22
6M High / 6M Low: 2.78 0.70
High (YTD): 2024-05-29 2.78
Low (YTD): 2024-01-09 0.75
52W High: 2024-05-29 2.78
52W Low: 2023-07-06 0.31
Avg. price 1W:   2.57
Avg. volume 1W:   0.00
Avg. price 1M:   2.48
Avg. volume 1M:   0.00
Avg. price 6M:   1.67
Avg. volume 6M:   64
Avg. price 1Y:   1.09
Avg. volume 1Y:   31.25
Volatility 1M:   80.00%
Volatility 6M:   110.30%
Volatility 1Y:   121.21%
Volatility 3Y:   -