Morgan Stanley Call 57.5 WDC 20.0.../  DE000ME3L8D2  /

Stuttgart
2024-07-10  6:57:27 PM Chg.+0.03 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.63EUR +1.15% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 57.50 USD 2025-06-20 Call
 

Master data

WKN: ME3L8D
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 57.50 USD
Maturity: 2025-06-20
Issue date: 2023-11-14
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 1.94
Implied volatility: 0.50
Historic volatility: 0.31
Parity: 1.94
Time value: 0.59
Break-even: 78.47
Moneyness: 1.36
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.83
Theta: -0.02
Omega: 2.38
Rho: 0.33
 

Quote data

Open: 2.51
High: 2.63
Low: 2.51
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.48%
1 Month  
+7.35%
3 Months  
+19.55%
YTD  
+202.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.60 2.43
1M High / 1M Low: 2.75 2.33
6M High / 6M Low: 2.75 0.67
High (YTD): 2024-06-19 2.75
Low (YTD): 2024-01-09 0.65
52W High: - -
52W Low: - -
Avg. price 1W:   2.50
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.11%
Volatility 6M:   107.26%
Volatility 1Y:   -
Volatility 3Y:   -