Morgan Stanley Call 62.5 WDC 20.0.../  DE000ME4N1Q6  /

Stuttgart
5/31/2024  8:31:33 PM Chg.-0.12 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.91EUR -5.91% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 62.50 USD 6/20/2025 Call
 

Master data

WKN: ME4N1Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 62.50 USD
Maturity: 6/20/2025
Issue date: 12/5/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.18
Implied volatility: 0.47
Historic volatility: 0.31
Parity: 1.18
Time value: 0.83
Break-even: 77.71
Moneyness: 1.20
Premium: 0.12
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.50%
Delta: 0.76
Theta: -0.02
Omega: 2.63
Rho: 0.34
 

Quote data

Open: 1.90
High: 2.01
Low: 1.90
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.02%
1 Month  
+4.95%
3 Months  
+43.61%
YTD  
+176.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 1.91
1M High / 1M Low: 2.15 1.70
6M High / 6M Low: - -
High (YTD): 5/29/2024 2.15
Low (YTD): 1/9/2024 0.51
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -