Morgan Stanley Call 55 WDC 20.09.2024
/ DE000ME17JG4
Morgan Stanley Call 55 WDC 20.09..../ DE000ME17JG4 /
| 2024-05-08 5:24:49 PM |
Chg.0.00 |
Bid6:46:43 PM |
Ask6:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
0.00% |
1.79
Bid Size: 125,000 |
1.80
Ask Size: 125,000 |
Western Digital Corp... |
55.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17JG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
1.53 |
| Time value: |
0.25 |
| Break-even: |
68.96 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.20 |
| Rho: |
0.14 |
Quote data
| Open: |
1.71 |
| High: |
1.78 |
| Low: |
1.71 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.56% |
| 1 Month |
|
|
-9.64% |
| 3 Months |
|
|
+119.75% |
| YTD |
|
|
+191.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.66 |
| 1M High / 1M Low: |
2.03 |
1.42 |
| 6M High / 6M Low: |
2.03 |
0.27 |
| High (YTD): |
2024-04-11 |
2.03 |
| Low (YTD): |
2024-01-15 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.14% |
| Volatility 6M: |
|
156.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
