Morgan Stanley Call 62.5 WDC 20.0.../  DE000ME4N1Q6  /

Stuttgart
5/17/2024  8:58:23 PM Chg.-0.13 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.80EUR -6.74% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 62.50 USD 6/20/2025 Call
 

Master data

WKN: ME4N1Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 62.50 USD
Maturity: 6/20/2025
Issue date: 12/5/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.07
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 1.07
Time value: 0.85
Break-even: 76.71
Moneyness: 1.19
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.52%
Delta: 0.75
Theta: -0.02
Omega: 2.67
Rho: 0.35
 

Quote data

Open: 1.88
High: 1.88
Low: 1.80
Previous Close: 1.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.23%
3 Months  
+150.00%
YTD  
+160.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.70
1M High / 1M Low: 1.98 1.57
6M High / 6M Low: - -
High (YTD): 4/11/2024 2.06
Low (YTD): 1/9/2024 0.51
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -