Morgan Stanley Call 62 WDC 20.09..../  DE000ME17JS9  /

Stuttgart
5/17/2024  6:04:46 PM Chg.-0.21 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.30EUR -13.91% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 62.00 USD 9/20/2024 Call
 

Master data

WKN: ME17JS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 9/20/2024
Issue date: 9/27/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.84
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.11
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 1.11
Time value: 0.30
Break-even: 71.15
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.80
Theta: -0.02
Omega: 3.89
Rho: 0.14
 

Quote data

Open: 1.36
High: 1.36
Low: 1.30
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.56%
1 Month
  -2.26%
3 Months  
+261.11%
YTD  
+261.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.22
1M High / 1M Low: 1.51 0.99
6M High / 6M Low: 1.53 0.19
High (YTD): 4/11/2024 1.53
Low (YTD): 1/15/2024 0.24
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   0.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.05%
Volatility 6M:   190.93%
Volatility 1Y:   -
Volatility 3Y:   -