Morgan Stanley Call 52 WDC 20.09.2024
/ DE000ME25MM9
Morgan Stanley Call 52 WDC 20.09..../ DE000ME25MM9 /
| 2024-05-29 8:37:03 AM |
Chg.+0.08 |
Bid12:52:11 PM |
Ask12:52:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+3.62% |
2.29
Bid Size: 3,750 |
2.32
Ask Size: 3,750 |
Western Digital Corp... |
52.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME25MM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
2.22 |
| Time value: |
0.15 |
| Break-even: |
71.62 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.73 |
| Rho: |
0.13 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.10% |
| 1 Month |
|
|
+23.78% |
| 3 Months |
|
|
+108.18% |
| YTD |
|
|
+205.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.08 |
| 1M High / 1M Low: |
2.28 |
1.84 |
| 6M High / 6M Low: |
2.28 |
0.44 |
| High (YTD): |
2024-05-15 |
2.28 |
| Low (YTD): |
2024-01-15 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.94% |
| Volatility 6M: |
|
134.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
