Morgan Stanley Call 70 WDC 21.06..../  DE000ME0TDS5  /

Stuttgart
5/31/2024  8:22:23 PM Chg.- Bid3:03:29 PM Ask3:03:29 PM Underlying Strike price Expiration date Option type
0.520EUR - -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 70.00 USD 6/21/2024 Call
 

Master data

WKN: ME0TDS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 6/21/2024
Issue date: 9/19/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.56
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.49
Implied volatility: 0.48
Historic volatility: 0.31
Parity: 0.49
Time value: 0.11
Break-even: 70.50
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.78
Theta: -0.07
Omega: 8.97
Rho: 0.02
 

Quote data

Open: 0.500
High: 0.570
Low: 0.500
Previous Close: 0.610
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month  
+20.93%
3 Months  
+36.84%
YTD  
+414.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.520
1M High / 1M Low: 0.740 0.370
6M High / 6M Low: 0.780 0.046
High (YTD): 4/11/2024 0.780
Low (YTD): 1/9/2024 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.514
Avg. volume 1M:   0.000
Avg. price 6M:   0.290
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.26%
Volatility 6M:   316.18%
Volatility 1Y:   -
Volatility 3Y:   -