Morgan Stanley Call 52 WDC 20.09..../  DE000ME25MM9  /

Stuttgart
2024-05-31  8:17:47 PM Chg.-0.11 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.19EUR -4.78% -
Bid Size: -
-
Ask Size: -
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: 3.02
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.15
Implied volatility: 0.57
Historic volatility: 0.31
Parity: 2.15
Time value: 0.15
Break-even: 70.93
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.44%
Delta: 0.91
Theta: -0.02
Omega: 2.76
Rho: 0.12
 

Quote data

Open: 2.17
High: 2.19
Low: 2.17
Previous Close: 2.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.52%
1 Month  
+12.31%
3 Months  
+46.00%
YTD  
+192.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.45 2.19
1M High / 1M Low: 2.45 1.84
6M High / 6M Low: 2.45 0.44
High (YTD): 2024-05-29 2.45
Low (YTD): 2024-01-15 0.55
52W High: - -
52W Low: - -
Avg. price 1W:   2.28
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.02%
Volatility 6M:   135.22%
Volatility 1Y:   -
Volatility 3Y:   -