Morgan Stanley Call 67.5 WDC 21.06.2024
/ DE000ME0A9X4
Morgan Stanley Call 67.5 WDC 21.0.../ DE000ME0A9X4 /
2024-05-31 5:59:38 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
- |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
67.50 - |
2024-06-21 |
Call |
Master data
WKN: |
ME0A9X |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-04 |
Last trading day: |
2024-06-03 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.97 |
Historic volatility: |
0.31 |
Parity: |
0.66 |
Time value: |
0.14 |
Break-even: |
75.50 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
1.63 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.78 |
Theta: |
-0.21 |
Omega: |
7.22 |
Rho: |
0.01 |
Quote data
Open: |
0.660 |
High: |
0.710 |
Low: |
0.660 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.47% |
3 Months |
|
|
+184.00% |
YTD |
|
|
+450.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.930 |
0.590 |
6M High / 6M Low: |
0.930 |
0.074 |
High (YTD): |
2024-05-29 |
0.930 |
Low (YTD): |
2024-01-09 |
0.074 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.751 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.396 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.14% |
Volatility 6M: |
|
310.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |