Morgan Stanley Call 57 WDC 20.12.2024
/ DE000ME17JJ8
Morgan Stanley Call 57 WDC 20.12..../ DE000ME17JJ8 /
10/11/2024 6:47:38 PM |
Chg.- |
Bid8:00:19 AM |
Ask8:00:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
- |
0.930 Bid Size: 5,000 |
0.960 Ask Size: 5,000 |
Western Digital Corp... |
57.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME17JJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
9/27/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.44 |
Historic volatility: |
0.35 |
Parity: |
0.72 |
Time value: |
0.18 |
Break-even: |
61.13 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
2.27% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
5.21 |
Rho: |
0.07 |
Quote data
Open: |
0.860 |
High: |
0.890 |
Low: |
0.860 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.59% |
1 Month |
|
|
-10.10% |
3 Months |
|
|
-60.44% |
YTD |
|
|
+36.92% |
1 Year |
|
|
+89.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.890 |
1M High / 1M Low: |
1.270 |
0.880 |
6M High / 6M Low: |
2.480 |
0.620 |
High (YTD): |
6/19/2024 |
2.480 |
Low (YTD): |
1/15/2024 |
0.500 |
52W High: |
6/19/2024 |
2.480 |
52W Low: |
10/26/2023 |
0.219 |
Avg. price 1W: |
|
0.982 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.540 |
Avg. volume 6M: |
|
10.543 |
Avg. price 1Y: |
|
1.169 |
Avg. volume 1Y: |
|
13.622 |
Volatility 1M: |
|
127.50% |
Volatility 6M: |
|
139.99% |
Volatility 1Y: |
|
148.86% |
Volatility 3Y: |
|
- |