Morgan Stanley Call 65 WDC 20.06..../  DE000ME0TDR7  /

Stuttgart
11/18/2024  2:29:22 PM Chg.-0.010 Bid4:02:07 PM Ask4:02:07 PM Underlying Strike price Expiration date Option type
0.720EUR -1.37% 0.740
Bid Size: 150,000
0.750
Ask Size: 150,000
Western Digital Corp... 65.00 USD 6/20/2025 Call
 

Master data

WKN: ME0TDR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 6/20/2025
Issue date: 9/19/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.84
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.21
Time value: 0.76
Break-even: 69.29
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.55
Theta: -0.02
Omega: 4.30
Rho: 0.15
 

Quote data

Open: 0.750
High: 0.750
Low: 0.720
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month
  -30.10%
3 Months
  -25.00%
YTD  
+16.13%
1 Year  
+84.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.730
1M High / 1M Low: 1.200 0.730
6M High / 6M Low: 2.250 0.630
High (YTD): 6/19/2024 2.250
Low (YTD): 1/5/2024 0.440
52W High: 6/19/2024 2.250
52W Low: 12/5/2023 0.380
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.991
Avg. volume 1M:   0.000
Avg. price 6M:   1.296
Avg. volume 6M:   0.000
Avg. price 1Y:   1.142
Avg. volume 1Y:   0.000
Volatility 1M:   141.43%
Volatility 6M:   128.46%
Volatility 1Y:   126.05%
Volatility 3Y:   -