Morgan Stanley Call 82.5 WDC 20.09.2024
/ DE000ME8T954
Morgan Stanley Call 82.5 WDC 20.0.../ DE000ME8T954 /
| 11/06/2024 16:16:08 |
Chg.-0.020 |
Bid18:09:49 |
Ask18:09:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-4.76% |
0.400
Bid Size: 125,000 |
0.410
Ask Size: 125,000 |
Western Digital Corp... |
82.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME8T95 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.50 |
| Time value: |
0.44 |
| Break-even: |
81.05 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
7.10 |
| Rho: |
0.07 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
+94.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.320 |
| 1M High / 1M Low: |
0.470 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
