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Morgan Stanley Call 52 WDC 21.06..../  DE000MD9TDN8  /

EUWAX
2024-06-14  8:49:39 PM Chg.-0.17 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.46EUR -6.46% -
Bid Size: -		 -
Ask Size: -		 Western Digital Corp... 52.00 - 2024-06-21 Call
 

Master data

WKN: MD9TDN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.21
Implied volatility: 3.24
Historic volatility: 0.31
Parity: 2.21
Time value: 0.34
Break-even: 77.50
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 9.27
Spread abs.: 0.02
Spread %: 0.79%
Delta: 0.85
Theta: -0.57
Omega: 2.46
Rho: 0.01
 

Quote data

Open: 2.59
High: 2.59
Low: 2.44
Previous Close: 2.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.42%
1 Month  
+23.62%
3 Months  
+132.08%
YTD  
+316.95%
1 Year  
+668.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 2.15
1M High / 1M Low: 2.63 1.94
6M High / 6M Low: 2.63 0.40
High (YTD): 2024-06-13 2.63
Low (YTD): 2024-01-09 0.40
52W High: 2024-06-13 2.63
52W Low: 2023-10-26 0.14
Avg. price 1W:   2.38
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   504
Avg. price 1Y:   0.79
Avg. volume 1Y:   246.09
Volatility 1M:   92.20%
Volatility 6M:   161.80%
Volatility 1Y:   168.21%
Volatility 3Y:   -