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Morgan Stanley Call 57 WDC 20.12..../  DE000ME17JJ8  /

Stuttgart
15/11/2024  18:04:21 Chg.- Bid08:01:05 Ask08:01:05 Underlying Strike price Expiration date Option type
0.650EUR - 0.690
Bid Size: 5,000		 0.720
Ask Size: 5,000		 Western Digital Corp... 57.00 USD 20/12/2024 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: 20/12/2024
Issue date: 27/09/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.55
Implied volatility: 0.50
Historic volatility: 0.35
Parity: 0.55
Time value: 0.14
Break-even: 61.00
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.77
Theta: -0.04
Omega: 6.68
Rho: 0.03
 

Quote data

Open: 0.620
High: 0.650
Low: 0.620
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.96%
1 Month
  -42.98%
3 Months
  -34.34%
YTD     0.00%
1 Year  
+58.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.640
1M High / 1M Low: 1.430 0.640
6M High / 6M Low: 2.480 0.620
High (YTD): 19/06/2024 2.480
Low (YTD): 15/01/2024 0.500
52W High: 19/06/2024 2.480
52W Low: 21/11/2023 0.380
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   1.049
Avg. volume 1M:   0.000
Avg. price 6M:   1.402
Avg. volume 6M:   10.462
Avg. price 1Y:   1.239
Avg. volume 1Y:   13.622
Volatility 1M:   222.26%
Volatility 6M:   161.27%
Volatility 1Y:   150.41%
Volatility 3Y:   -