Morgan Stanley Call 77.5 WDC 20.12.2024
/ DE000ME9LQ83
Morgan Stanley Call 77.5 WDC 20.1.../ DE000ME9LQ83 /
| 2024-06-07 8:54:33 PM |
Chg.-0.020 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
77.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9LQ8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
-0.23 |
| Time value: |
0.81 |
| Break-even: |
79.85 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
4.66 |
| Rho: |
0.16 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+9.59% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.750 |
| 1M High / 1M Low: |
0.930 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
