Morgan Stanley Call 55 WDC 20.09..../  DE000ME17JG4  /

Stuttgart
2024-06-28  9:08:21 PM Chg.-0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.11EUR -0.47% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 55.00 USD 2024-09-20 Call
 

Master data

WKN: ME17JG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.33
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 2.02
Implied volatility: 0.58
Historic volatility: 0.32
Parity: 2.02
Time value: 0.13
Break-even: 72.86
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.47%
Delta: 0.91
Theta: -0.02
Omega: 3.04
Rho: 0.10
 

Quote data

Open: 2.20
High: 2.20
Low: 2.11
Previous Close: 2.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.93%
1 Month
  -2.77%
3 Months  
+33.54%
YTD  
+245.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.14 2.06
1M High / 1M Low: 2.49 1.88
6M High / 6M Low: 2.49 0.44
High (YTD): 2024-06-19 2.49
Low (YTD): 2024-01-15 0.44
52W High: - -
52W Low: - -
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.90%
Volatility 6M:   148.94%
Volatility 1Y:   -
Volatility 3Y:   -