Morgan Stanley Call 68 WDC 20.09.2024
/ DE000ME17JY7
Morgan Stanley Call 68 WDC 20.09..../ DE000ME17JY7 /
6/11/2024 11:17:50 AM |
Chg.-0.04 |
Bid6/11/2024 |
Ask6/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
-3.45% |
1.12 Bid Size: 3,750 |
1.15 Ask Size: 3,750 |
Western Digital Corp... |
68.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME17JY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 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: |
6.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
0.85 |
Time value: |
0.33 |
Break-even: |
74.98 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
4.60 |
Rho: |
0.12 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.16 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.43% |
1 Month |
|
|
+24.44% |
3 Months |
|
|
+119.61% |
YTD |
|
|
+409.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.16 |
0.93 |
1M High / 1M Low: |
1.17 |
0.85 |
6M High / 6M Low: |
1.17 |
0.15 |
High (YTD): |
5/29/2024 |
1.17 |
Low (YTD): |
1/5/2024 |
0.15 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.60% |
Volatility 6M: |
|
221.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |