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Morgan Stanley Call 60 WDC 20.12..../  DE000MB35T84  /

Stuttgart
2024-06-20  9:04:58 PM Chg.-0.33 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.92EUR -14.67% -
Bid Size: -		 -
Ask Size: -		 Western Digital Corp... 60.00 - 2024-12-20 Call
 

Master data

WKN: MB35T8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.47
Implied volatility: 0.71
Historic volatility: 0.31
Parity: 1.47
Time value: 0.79
Break-even: 82.60
Moneyness: 1.24
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 0.89%
Delta: 0.76
Theta: -0.04
Omega: 2.53
Rho: 0.17
 

Quote data

Open: 2.26
High: 2.26
Low: 1.92
Previous Close: 2.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.90%
1 Month  
+14.97%
3 Months  
+118.18%
YTD  
+255.56%
1 Year  
+668.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.25 2.08
1M High / 1M Low: 2.25 1.63
6M High / 6M Low: 2.25 0.39
High (YTD): 2024-06-19 2.25
Low (YTD): 2024-01-09 0.39
52W High: 2024-06-19 2.25
52W Low: 2023-07-25 0.16
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   44
Avg. price 1Y:   0.74
Avg. volume 1Y:   21.48
Volatility 1M:   96.73%
Volatility 6M:   140.94%
Volatility 1Y:   142.29%
Volatility 3Y:   -