Morgan Stanley Call 57 WDC 20.09.2024
/ DE000ME17JL4
Morgan Stanley Call 57 WDC 20.09..../ DE000ME17JL4 /
2024-06-04 11:26:31 AM |
Chg.-0.11 |
Bid12:54:04 PM |
Ask12:54:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.78EUR |
-5.82% |
1.77 Bid Size: 3,750 |
1.83 Ask Size: 3,750 |
Western Digital Corp... |
57.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME17JL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-27 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.52 |
Historic volatility: |
0.30 |
Parity: |
1.65 |
Time value: |
0.19 |
Break-even: |
70.66 |
Moneyness: |
1.32 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
3.27 |
Rho: |
0.12 |
Quote data
Open: |
1.78 |
High: |
1.78 |
Low: |
1.78 |
Previous Close: |
1.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.66% |
1 Month |
|
|
+13.38% |
3 Months |
|
|
+52.14% |
YTD |
|
|
+242.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.00 |
1.79 |
1M High / 1M Low: |
2.00 |
1.59 |
6M High / 6M Low: |
2.00 |
0.28 |
High (YTD): |
2024-05-29 |
2.00 |
Low (YTD): |
2024-01-11 |
0.37 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.04 |
Avg. volume 6M: |
|
48 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.19% |
Volatility 6M: |
|
160.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |