Morgan Stanley Call 85 WDC 20.12..../  DE000ME9DXP4  /

Stuttgart
2024-05-17  9:18:27 PM Chg.-0.070 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.490EUR -12.50% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 85.00 USD 2024-12-20 Call
 

Master data

WKN: ME9DXP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.18
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -1.00
Time value: 0.56
Break-even: 83.81
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.42
Theta: -0.02
Omega: 5.12
Rho: 0.14
 

Quote data

Open: 0.510
High: 0.510
Low: 0.490
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.450
1M High / 1M Low: 0.590 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -