Morgan Stanley Call 62 WDC 21.06..../  DE000ME17JR1  /

Stuttgart
2024-05-13  5:34:57 PM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.980EUR - -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 62.00 - 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 -
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-05-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.25
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.62
Implied volatility: 0.70
Historic volatility: 0.31
Parity: 0.62
Time value: 0.32
Break-even: 71.40
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.71
Theta: -0.08
Omega: 5.17
Rho: 0.04
 

Quote data

Open: 1.080
High: 1.080
Low: 0.980
Previous Close: 1.040
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month
  -8.41%
3 Months  
+373.43%
YTD  
+333.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.980
1M High / 1M Low: 1.090 0.730
6M High / 6M Low: 1.290 0.103
High (YTD): 2024-04-11 1.290
Low (YTD): 2024-01-09 0.139
52W High: - -
52W Low: - -
Avg. price 1W:   1.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.964
Avg. volume 1M:   0.000
Avg. price 6M:   0.484
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.11%
Volatility 6M:   261.02%
Volatility 1Y:   -
Volatility 3Y:   -