Morgan Stanley Call 85 WDC 20.12..../  DE000ME9DXP4  /

Stuttgart
2024-09-25  10:09:34 AM Chg.-0.007 Bid11:32:03 AM Ask11:32:03 AM Underlying Strike price Expiration date Option type
0.073EUR -8.75% 0.073
Bid Size: 17,500
0.097
Ask Size: 12,500
Western Digital Corp... 85.00 USD 2024-12-20 Call
 

Master data

WKN: ME9DXP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.26
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -1.66
Time value: 0.09
Break-even: 76.86
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 1.99
Spread abs.: 0.01
Spread %: 12.35%
Delta: 0.15
Theta: -0.02
Omega: 9.98
Rho: 0.02
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.95%
1 Month
  -23.96%
3 Months
  -88.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.076
1M High / 1M Low: 0.101 0.064
6M High / 6M Low: 0.800 0.064
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.404
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.50%
Volatility 6M:   212.31%
Volatility 1Y:   -
Volatility 3Y:   -