Morgan Stanley Call 60 WDC 20.06..../  DE000MB9A757  /

Stuttgart
07/06/2024  18:56:41 Chg.+0.03 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
2.20EUR +1.38% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 60.00 USD 20/06/2025 Call
 

Master data

WKN: MB9A75
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/06/2025
Issue date: 31/07/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.39
Implied volatility: 0.48
Historic volatility: 0.31
Parity: 1.39
Time value: 0.75
Break-even: 76.95
Moneyness: 1.25
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.78
Theta: -0.02
Omega: 2.54
Rho: 0.34
 

Quote data

Open: 2.14
High: 2.20
Low: 2.14
Previous Close: 2.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.77%
1 Month  
+12.82%
3 Months  
+59.42%
YTD  
+182.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 2.05
1M High / 1M Low: 2.29 1.86
6M High / 6M Low: 2.29 0.52
High (YTD): 29/05/2024 2.29
Low (YTD): 05/01/2024 0.57
52W High: - -
52W Low: - -
Avg. price 1W:   2.15
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   43.48
Avg. price 6M:   1.38
Avg. volume 6M:   54.38
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.26%
Volatility 6M:   115.78%
Volatility 1Y:   -
Volatility 3Y:   -