Morgan Stanley Call 60 WDC 20.12..../  DE000MB35T84  /

Stuttgart
14/10/2024  10:22:52 Chg.+0.010 Bid10:28:38 Ask10:28:38 Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.750
Bid Size: 5,000
0.770
Ask Size: 5,000
Western Digital Corp... 60.00 - 20/12/2024 Call
 

Master data

WKN: MB35T8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 02/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.82
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.35
Parity: -0.06
Time value: 0.76
Break-even: 67.60
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 1.02
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.56
Theta: -0.06
Omega: 4.38
Rho: 0.05
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -7.50%
3 Months
  -63.37%
YTD  
+37.04%
1 Year  
+85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.710
1M High / 1M Low: 1.170 0.710
6M High / 6M Low: 2.250 0.500
High (YTD): 19/06/2024 2.250
Low (YTD): 09/01/2024 0.390
52W High: 19/06/2024 2.250
52W Low: 26/10/2023 0.169
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   1.340
Avg. volume 6M:   54.264
Avg. price 1Y:   1.012
Avg. volume 1Y:   49.213
Volatility 1M:   171.85%
Volatility 6M:   153.80%
Volatility 1Y:   158.35%
Volatility 3Y:   -