Morgan Stanley Call 67.5 WDC 21.0.../  DE000ME0A9X4  /

Stuttgart
5/31/2024  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 - 6/21/2024 Call
 

Master data

WKN: ME0A9X
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 67.50 -
Maturity: 6/21/2024
Issue date: 9/4/2023
Last trading day: 6/3/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.68
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.19
Implied volatility: 1.35
Historic volatility: 0.31
Parity: 0.19
Time value: 0.61
Break-even: 75.50
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 9.58
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.60
Theta: -0.27
Omega: 5.17
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  
+16.39%
3 Months  
+77.50%
YTD  
+450.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.930 0.510
6M High / 6M Low: 0.930 0.066
High (YTD): 5/29/2024 0.930
Low (YTD): 1/9/2024 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.73%
Volatility 6M:   308.21%
Volatility 1Y:   -
Volatility 3Y:   -