Morgan Stanley Call 66 WDC 20.09.2024
/ DE000ME17JV3
Morgan Stanley Call 66 WDC 20.09..../ DE000ME17JV3 /
| 6/11/2024 11:17:51 AM |
Chg.-0.04 |
Bid6/11/2024 |
Ask6/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-3.08% |
1.26
Bid Size: 3,750 |
1.29
Ask Size: 3,750 |
Western Digital Corp... |
66.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17JV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
1.03 |
| Time value: |
0.29 |
| Break-even: |
74.52 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.30 |
| Rho: |
0.12 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+26.00% |
| 3 Months |
|
|
+117.24% |
| YTD |
|
|
+384.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.05 |
| 1M High / 1M Low: |
1.30 |
0.94 |
| 6M High / 6M Low: |
1.30 |
0.17 |
| High (YTD): |
6/10/2024 |
1.30 |
| Low (YTD): |
1/5/2024 |
0.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.49% |
| Volatility 6M: |
|
209.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
