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Morgan Stanley Call 70 WDC 20.09..../  DE000ME41297  /

Stuttgart
2024-05-29  9:30:47 AM Chg.+0.080 Bid10:42:06 AM Ask10:42:06 AM Underlying Strike price Expiration date Option type
0.940EUR +9.30% 0.940
Bid Size: 3,750		 0.960
Ask Size: 3,750		 Western Digital Corp... 70.00 USD 2024-09-20 Call
 

Master data

WKN: ME4129
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-22
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.57
Implied volatility: 0.42
Historic volatility: 0.31
Parity: 0.57
Time value: 0.43
Break-even: 74.51
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.70
Theta: -0.03
Omega: 4.91
Rho: 0.12
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.25%
1 Month  
+32.39%
3 Months  
+184.85%
YTD  
+394.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.830
1M High / 1M Low: 0.940 0.700
6M High / 6M Low: 1.080 0.099
High (YTD): 2024-04-11 1.080
Low (YTD): 2024-01-05 0.121
52W High: - -
52W Low: - -
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   0.456
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.26%
Volatility 6M:   215.37%
Volatility 1Y:   -
Volatility 3Y:   -