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Morgan Stanley Call 64 WDC 20.12..../  DE000MB389Z8  /

Stuttgart
10/07/2024  17:46:14 Chg.- Bid09:03:25 Ask09:03:25 Underlying Strike price Expiration date Option type
1.80EUR - 1.83
Bid Size: 3,750		 1.87
Ask Size: 3,750		 Western Digital Corp... 64.00 - 20/12/2024 Call
 

Master data

WKN: MB389Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 20/12/2024
Issue date: 03/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.85
Implied volatility: 0.67
Historic volatility: 0.31
Parity: 0.85
Time value: 0.88
Break-even: 81.30
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.71
Theta: -0.04
Omega: 2.96
Rho: 0.15
 

Quote data

Open: 1.72
High: 1.80
Low: 1.72
Previous Close: 1.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.78%
1 Month  
+9.76%
3 Months  
+9.76%
YTD  
+328.57%
1 Year  
+1185.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.64
1M High / 1M Low: 1.95 1.56
6M High / 6M Low: 1.95 0.31
High (YTD): 19/06/2024 1.95
Low (YTD): 15/01/2024 0.31
52W High: 19/06/2024 1.95
52W Low: 20/07/2023 0.12
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   0.70
Avg. volume 1Y:   0.00
Volatility 1M:   76.82%
Volatility 6M:   153.19%
Volatility 1Y:   154.40%
Volatility 3Y:   -