Morgan Stanley Call 57 WDC 20.12.2024
/ DE000ME17JJ8
Morgan Stanley Call 57 WDC 20.12..../ DE000ME17JJ8 /
2024-09-11 5:26:46 PM |
Chg.-0.090 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-10.11% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
57.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-09-27 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.49 |
Historic volatility: |
0.34 |
Parity: |
0.53 |
Time value: |
0.36 |
Break-even: |
60.62 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
4.52 |
Rho: |
0.09 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.800 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.79% |
1 Month |
|
|
+1.27% |
3 Months |
|
|
-62.79% |
YTD |
|
|
+23.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.770 |
1M High / 1M Low: |
1.090 |
0.770 |
6M High / 6M Low: |
2.480 |
0.620 |
High (YTD): |
2024-06-19 |
2.480 |
Low (YTD): |
2024-01-15 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.868 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.923 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.625 |
Avg. volume 6M: |
|
10.543 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.51% |
Volatility 6M: |
|
143.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |