Morgan Stanley Call 77.5 WDC 20.09.2024
/ DE000ME9LQ91
Morgan Stanley Call 77.5 WDC 20.0.../ DE000ME9LQ91 /
| 10/06/2024 21:28:54 |
Chg.- |
Bid10:01:22 |
Ask10:01:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.610
Bid Size: 3,750 |
0.640
Ask Size: 3,750 |
Western Digital Corp... |
77.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME9LQ9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
-0.04 |
| Time value: |
0.64 |
| Break-even: |
78.40 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
6.18 |
| Rho: |
0.09 |
Quote data
| Open: |
0.500 |
| High: |
0.630 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.480 |
| 1M High / 1M Low: |
0.640 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
