Morgan Stanley Call 62 WDC 21.06.2024
/ DE000ME17JR1
Morgan Stanley Call 62 WDC 21.06..../ DE000ME17JR1 /
| 2024-05-03 11:21:18 AM |
Chg.0.000 |
Bid5:25:10 PM |
Ask5:25:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
0.00% |
0.920
Bid Size: 125,000 |
0.930
Ask Size: 125,000 |
Western Digital Corp... |
62.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME17JR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
0.72 |
| Time value: |
0.17 |
| Break-even: |
66.68 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
5.78 |
| Rho: |
0.06 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.08% |
| 1 Month |
|
|
-19.47% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
+302.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.880 |
| 1M High / 1M Low: |
1.290 |
0.730 |
| 6M High / 6M Low: |
1.290 |
0.084 |
| High (YTD): |
2024-04-11 |
1.290 |
| Low (YTD): |
2024-01-09 |
0.139 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.24% |
| Volatility 6M: |
|
260.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
