Morgan Stanley Call 57.5 WDC 20.06.2025
/ DE000ME3L8D2
Morgan Stanley Call 57.5 WDC 20.0.../ DE000ME3L8D2 /
| 2024-06-14 8:01:45 AM |
Chg.-0.06 |
Bid12:25:25 PM |
Ask12:25:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
-2.20% |
2.65
Bid Size: 3,750 |
2.71
Ask Size: 3,750 |
Western Digital Corp... |
57.50 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3L8D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
2.06 |
| Time value: |
0.63 |
| Break-even: |
80.45 |
| Moneyness: |
1.38 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
2.29 |
| Rho: |
0.35 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.62% |
| 1 Month |
|
|
+27.14% |
| 3 Months |
|
|
+97.78% |
| YTD |
|
|
+206.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.35 |
| 1M High / 1M Low: |
2.73 |
2.08 |
| 6M High / 6M Low: |
2.73 |
0.65 |
| High (YTD): |
2024-06-13 |
2.73 |
| Low (YTD): |
2024-01-09 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.61% |
| Volatility 6M: |
|
109.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
