Morgan Stanley Call 80 WDC 20.12..../  DE000ME4N1U8  /

Stuttgart
2024-05-03  9:19:48 AM Chg.-0.010 Bid1:49:20 PM Ask1:49:20 PM Underlying Strike price Expiration date Option type
0.590EUR -1.67% 0.590
Bid Size: 5,000
0.620
Ask Size: 5,000
Western Digital Corp... 80.00 USD 2024-12-20 Call
 

Master data

WKN: ME4N1U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.83
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -0.96
Time value: 0.60
Break-even: 80.56
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.44
Theta: -0.02
Omega: 4.74
Rho: 0.14
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.23%
1 Month
  -21.33%
3 Months  
+147.90%
YTD  
+290.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.600
1M High / 1M Low: 0.910 0.560
6M High / 6M Low: - -
High (YTD): 2024-04-11 0.910
Low (YTD): 2024-01-09 0.104
52W High: - -
52W Low: - -
Avg. price 1W:   0.633
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -