Morgan Stanley Call 72 WDC 20.12.2024
/ DE000ME17K09
Morgan Stanley Call 72 WDC 20.12..../ DE000ME17K09 /
| 2024-05-03 11:21:18 AM |
Chg.0.000 |
Bid1:49:24 PM |
Ask1:49:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
0.00% |
0.870
Bid Size: 5,000 |
0.900
Ask Size: 5,000 |
Western Digital Corp... |
72.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME17K0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-0.21 |
| Time value: |
0.88 |
| Break-even: |
75.90 |
| Moneyness: |
0.97 |
| Premium: |
0.17 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
4.14 |
| Rho: |
0.17 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.29% |
| 1 Month |
|
|
-16.04% |
| 3 Months |
|
|
+140.54% |
| YTD |
|
|
+256.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.890 |
| 1M High / 1M Low: |
1.220 |
0.790 |
| 6M High / 6M Low: |
1.220 |
0.128 |
| High (YTD): |
2024-04-11 |
1.220 |
| Low (YTD): |
2024-01-09 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
80.645 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.16% |
| Volatility 6M: |
|
188.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
