Morgan Stanley Call 57.5 WDC 21.06.2024
/ DE000ME4G3B3
Morgan Stanley Call 57.5 WDC 21.0.../ DE000ME4G3B3 /
| 2024-05-31 8:46:38 PM |
Chg.-0.10 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-5.95% |
-
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: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.31 |
| Parity: |
1.64 |
| Time value: |
0.05 |
| Break-even: |
69.90 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
3.85 |
| Rho: |
0.03 |
Quote data
| Open: |
1.55 |
| High: |
1.66 |
| Low: |
1.55 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.82% |
| 1 Month |
|
|
+15.33% |
| 3 Months |
|
|
+69.89% |
| YTD |
|
|
+338.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.58 |
| 1M High / 1M Low: |
1.87 |
1.25 |
| 6M High / 6M Low: |
1.87 |
0.17 |
| High (YTD): |
2024-05-29 |
1.87 |
| Low (YTD): |
2024-01-09 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.16% |
| Volatility 6M: |
|
218.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
