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

Stuttgart
10/11/2024  6:47:38 PM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.890EUR -1.11% -
Bid Size: -		 -
Ask Size: -		 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:   -