Morgan Stanley Call 80 WDC 20.06..../  DE000ME4N1R4  /

Stuttgart
2024-06-14  9:21:52 AM Chg.-0.06 Bid1:10:19 PM Ask1:10:19 PM Underlying Strike price Expiration date Option type
1.37EUR -4.20% 1.36
Bid Size: 3,750
1.42
Ask Size: 3,750
Western Digital Corp... 80.00 USD 2025-06-20 Call
 

Master data

WKN: ME4N1R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-05
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -0.04
Time value: 1.40
Break-even: 88.50
Moneyness: 0.99
Premium: 0.19
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.62
Theta: -0.02
Omega: 3.26
Rho: 0.32
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.24%
1 Month  
+34.31%
3 Months  
+132.20%
YTD  
+341.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.13
1M High / 1M Low: 1.43 0.99
6M High / 6M Low: 1.43 0.21
High (YTD): 2024-06-13 1.43
Low (YTD): 2024-01-05 0.21
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   0.70
Avg. volume 6M:   112
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.13%
Volatility 6M:   156.90%
Volatility 1Y:   -
Volatility 3Y:   -