Morgan Stanley Call 75 WDC 20.12.2024
/ DE000ME8SVB8
Morgan Stanley Call 75 WDC 20.12..../ DE000ME8SVB8 /
| 2024-05-03 10:33:05 AM |
Chg.-0.010 |
Bid12:21:44 PM |
Ask12:21:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-1.30% |
0.760
Bid Size: 5,000 |
0.790
Ask Size: 5,000 |
Western Digital Corp... |
75.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME8SVB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-0.49 |
| Time value: |
0.77 |
| Break-even: |
77.60 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
4.34 |
| Rho: |
0.16 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.43% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.770 |
| 1M High / 1M Low: |
1.110 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.807 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
