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

Stuttgart
2024-06-17  10:21:04 AM Chg.+0.04 Bid1:00:31 PM Ask1:00:31 PM Underlying Strike price Expiration date Option type
2.12EUR +1.92% -
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: 3.53
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.30
Implied volatility: 0.67
Historic volatility: 0.31
Parity: 1.30
Time value: 0.77
Break-even: 80.70
Moneyness: 1.22
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.49%
Delta: 0.75
Theta: -0.03
Omega: 2.66
Rho: 0.18
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 2.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.28%
1 Month  
+31.68%
3 Months  
+135.56%
YTD  
+292.59%
1 Year  
+657.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.23 1.94
1M High / 1M Low: 2.23 1.61
6M High / 6M Low: 2.23 0.39
High (YTD): 2024-06-13 2.23
Low (YTD): 2024-01-09 0.39
52W High: 2024-06-13 2.23
52W Low: 2023-07-25 0.16
Avg. price 1W:   2.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   44.35
Avg. price 1Y:   0.72
Avg. volume 1Y:   21.65
Volatility 1M:   100.81%
Volatility 6M:   141.95%
Volatility 1Y:   143.03%
Volatility 3Y:   -