Morgan Stanley Call 60 WDC 21.06..../  DE000MB2RTK1  /

Stuttgart
5/13/2024  8:59:28 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.07EUR - -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 60.00 - 6/21/2024 Call
 

Master data

WKN: MB2RTK
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 6/21/2024
Issue date: 1/25/2023
Last trading day: 5/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.94
Implied volatility: 1.03
Historic volatility: 0.31
Parity: 0.94
Time value: 0.17
Break-even: 71.10
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 0.91%
Delta: 0.80
Theta: -0.15
Omega: 5.03
Rho: 0.02
 

Quote data

Open: 1.21
High: 1.26
Low: 1.07
Previous Close: 1.17
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.83%
3 Months  
+48.61%
YTD  
+282.14%
1 Year  
+529.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.20 1.07
6M High / 6M Low: 1.46 0.15
High (YTD): 4/11/2024 1.46
Low (YTD): 1/9/2024 0.17
52W High: 4/11/2024 1.46
52W Low: 10/26/2023 0.06
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   0.63
Avg. volume 6M:   101.89
Avg. price 1Y:   0.36
Avg. volume 1Y:   45.57
Volatility 1M:   66.86%
Volatility 6M:   247.56%
Volatility 1Y:   223.06%
Volatility 3Y:   -