Morgan Stanley Call 72 WDC 21.06..../  DE000MB38A09  /

Stuttgart
2024-06-07  11:50:14 AM Chg.-0.040 Bid4:40:41 PM Ask4:40:41 PM Underlying Strike price Expiration date Option type
0.390EUR -9.30% 0.370
Bid Size: 125,000
0.400
Ask Size: 125,000
Western Digital Corp... 72.00 - 2024-06-21 Call
 

Master data

WKN: MB38A0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.45
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.31
Parity: -0.29
Time value: 0.42
Break-even: 76.20
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 11.86
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.46
Theta: -0.19
Omega: 7.53
Rho: 0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+8.33%
3 Months  
+21.88%
YTD  
+369.88%
1 Year  
+449.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.320
1M High / 1M Low: 0.540 0.290
6M High / 6M Low: 0.670 0.040
High (YTD): 2024-04-11 0.670
Low (YTD): 2024-01-09 0.047
52W High: 2024-04-11 0.670
52W Low: 2023-10-27 0.020
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   7,043.478
Avg. price 6M:   0.249
Avg. volume 6M:   2,348.800
Avg. price 1Y:   0.147
Avg. volume 1Y:   1,146.875
Volatility 1M:   326.43%
Volatility 6M:   341.98%
Volatility 1Y:   280.80%
Volatility 3Y:   -