Morgan Stanley Call 64 WDC 20.12..../  DE000MB389Z8  /

Stuttgart
2024-05-17  6:07:06 PM Chg.-0.23 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.38EUR -14.29% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 64.00 - 2024-12-20 Call
 

Master data

WKN: MB389Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.58
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.42
Implied volatility: 0.60
Historic volatility: 0.31
Parity: 0.42
Time value: 1.07
Break-even: 78.90
Moneyness: 1.07
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.66
Theta: -0.03
Omega: 3.03
Rho: 0.18
 

Quote data

Open: 1.45
High: 1.45
Low: 1.38
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.47%
1 Month  
+8.66%
3 Months  
+206.67%
YTD  
+228.57%
1 Year  
+500.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.33
1M High / 1M Low: 1.61 1.12
6M High / 6M Low: 1.64 0.24
High (YTD): 2024-04-11 1.64
Low (YTD): 2024-01-15 0.31
52W High: 2024-04-11 1.64
52W Low: 2023-07-20 0.12
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   0.77
Avg. volume 6M:   0.00
Avg. price 1Y:   0.49
Avg. volume 1Y:   0.00
Volatility 1M:   114.34%
Volatility 6M:   161.03%
Volatility 1Y:   156.27%
Volatility 3Y:   -