Morgan Stanley Call 66 WDC 20.09.2024
/ DE000ME17JV3
Morgan Stanley Call 66 WDC 20.09..../ DE000ME17JV3 /
| 2024-06-04 11:26:33 AM |
Chg.-0.10 |
Bid2:58:56 PM |
Ask2:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-8.26% |
1.11
Bid Size: 3,750 |
1.17
Ask Size: 3,750 |
Western Digital Corp... |
66.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17JV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 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: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.82 |
| Time value: |
0.34 |
| Break-even: |
72.11 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.48 |
| Rho: |
0.12 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.77% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
+54.17% |
| YTD |
|
|
+326.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.12 |
| 1M High / 1M Low: |
1.30 |
0.94 |
| 6M High / 6M Low: |
1.30 |
0.13 |
| High (YTD): |
2024-05-29 |
1.30 |
| Low (YTD): |
2024-01-05 |
0.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.73% |
| Volatility 6M: |
|
210.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
