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Morgan Stanley Call 53 WDC 21.06..../  DE000MB2RTH7  /

Stuttgart
2024-05-31  8:57:42 PM Chg.-0.10 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.99EUR -4.78% -
Bid Size: -		 -
Ask Size: -		 Western Digital Corp... 53.00 - 2024-06-21 Call
 

Master data

WKN: MB2RTH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 53.00 -
Maturity: 2024-06-21
Issue date: 2023-01-25
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.64
Implied volatility: 1.92
Historic volatility: 0.31
Parity: 1.64
Time value: 0.46
Break-even: 74.00
Moneyness: 1.31
Premium: 0.07
Premium p.a.: 2.22
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.80
Theta: -0.22
Omega: 2.63
Rho: 0.02
 

Quote data

Open: 1.99
High: 1.99
Low: 1.89
Previous Close: 2.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.86%
1 Month  
+12.43%
3 Months  
+60.48%
YTD  
+268.52%
1 Year  
+610.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.29 1.99
1M High / 1M Low: 2.29 1.65
6M High / 6M Low: 2.29 0.28
High (YTD): 2024-05-29 2.29
Low (YTD): 2024-01-09 0.36
52W High: 2024-05-29 2.29
52W Low: 2023-10-26 0.13
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.10
Avg. volume 6M:   259.20
Avg. price 1Y:   0.67
Avg. volume 1Y:   126.56
Volatility 1M:   102.20%
Volatility 6M:   175.98%
Volatility 1Y:   180.70%
Volatility 3Y:   -