Morgan Stanley Call 80 WDC 20.09.2024
/ DE000ME4N1T0
Morgan Stanley Call 80 WDC 20.09..../ DE000ME4N1T0 /
| 2024-06-04 8:24:21 PM |
Chg.-0.030 |
Bid9:05:01 PM |
Ask9:05:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
0.370
Bid Size: 125,000 |
0.380
Ask Size: 125,000 |
Western Digital Corp... |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4N1T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-0.46 |
| Time value: |
0.45 |
| Break-even: |
77.85 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
6.83 |
| Rho: |
0.08 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+2.56% |
| 3 Months |
|
|
+21.21% |
| YTD |
|
|
+339.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.410 |
| 1M High / 1M Low: |
0.550 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-11 |
0.650 |
| Low (YTD): |
2024-01-05 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
