Morgan Stanley Call 66 WDC 21.06.2024
/ DE000ME17JX9
Morgan Stanley Call 66 WDC 21.06..../ DE000ME17JX9 /
| 2024-05-03 11:21:18 AM |
Chg.0.000 |
Bid5:10:14 PM |
Ask5:10:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.640
Bid Size: 125,000 |
0.650
Ask Size: 125,000 |
Western Digital Corp... |
66.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME17JX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 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: |
10.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
0.35 |
| Time value: |
0.26 |
| Break-even: |
67.61 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
7.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.27% |
| 1 Month |
|
|
-27.59% |
| 3 Months |
|
|
+173.91% |
| YTD |
|
|
+320.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
1.010 |
0.520 |
| 6M High / 6M Low: |
1.010 |
0.058 |
| High (YTD): |
2024-04-11 |
1.010 |
| Low (YTD): |
2024-01-09 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
322.581 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.96% |
| Volatility 6M: |
|
305.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
