Morgan Stanley Call 57.5 WDC 21.0.../  DE000ME4G3B3  /

Stuttgart
2024-05-03  8:42:42 PM Chg.+0.08 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.33EUR +6.40% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 57.50 USD 2024-06-21 Call
 

Master data

WKN: ME4G3B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 57.50 USD
Maturity: 2024-06-21
Issue date: 2023-12-01
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.14
Implied volatility: 0.51
Historic volatility: 0.33
Parity: 1.14
Time value: 0.11
Break-even: 66.09
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.87
Theta: -0.03
Omega: 4.54
Rho: 0.06
 

Quote data

Open: 1.26
High: 1.33
Low: 1.26
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.75%
1 Month
  -10.14%
3 Months  
+146.30%
YTD  
+269.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.37 1.24
1M High / 1M Low: 1.69 1.03
6M High / 6M Low: - -
High (YTD): 2024-04-11 1.69
Low (YTD): 2024-01-09 0.22
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -