Morgan Stanley Call 57.5 WDC 20.06.2025
/ DE000ME3L8D2
Morgan Stanley Call 57.5 WDC 20.0.../ DE000ME3L8D2 /
| 2024-05-31 8:06:37 PM |
Chg.-0.11 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-4.72% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
57.50 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3L8D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
1.64 |
| Time value: |
0.68 |
| Break-even: |
76.20 |
| Moneyness: |
1.31 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.42 |
| Rho: |
0.35 |
Quote data
| Open: |
2.21 |
| High: |
2.22 |
| Low: |
2.20 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
+8.82% |
| 3 Months |
|
|
+38.75% |
| YTD |
|
|
+155.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.22 |
| 1M High / 1M Low: |
2.44 |
1.98 |
| 6M High / 6M Low: |
2.44 |
0.55 |
| High (YTD): |
2024-05-29 |
2.44 |
| Low (YTD): |
2024-01-09 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.37% |
| Volatility 6M: |
|
111.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
