Morgan Stanley Call 80 WDC 20.12..../  DE000ME4N1U8  /

Stuttgart
2024-06-07  8:28:19 PM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.720EUR -1.37% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 2024-12-20 Call
 

Master data

WKN: ME4N1U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -0.44
Time value: 0.72
Break-even: 80.65
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.51
Theta: -0.02
Omega: 4.87
Rho: 0.15
 

Quote data

Open: 0.700
High: 0.720
Low: 0.680
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+12.50%
3 Months  
+60.00%
YTD  
+376.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.670
1M High / 1M Low: 0.840 0.580
6M High / 6M Low: 0.910 0.087
High (YTD): 2024-04-11 0.910
Low (YTD): 2024-01-09 0.104
52W High: - -
52W Low: - -
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.690
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   269.920
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.22%
Volatility 6M:   203.23%
Volatility 1Y:   -
Volatility 3Y:   -