Morgan Stanley Call 90 WDC 20.09..../  DE000ME80TA4  /

Stuttgart
2024-06-21  8:19:33 PM Chg.-0.036 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.204EUR -15.00% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 90.00 USD 2024-09-20 Call
 

Master data

WKN: ME80TA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.92
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -1.33
Time value: 0.22
Break-even: 86.39
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 1.23
Spread abs.: 0.01
Spread %: 4.72%
Delta: 0.26
Theta: -0.03
Omega: 8.38
Rho: 0.04
 

Quote data

Open: 0.230
High: 0.230
Low: 0.204
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.66%
1 Month  
+2.00%
3 Months  
+41.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.204
1M High / 1M Low: 0.350 0.174
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.295
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -