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Morgan Stanley Call 67.5 WDC 20.0.../  DE000ME3L8E0  /

Stuttgart
18/11/2024  08:01:49 Chg.+0.020 Bid09:30:24 Ask09:30:24 Underlying Strike price Expiration date Option type
0.650EUR +3.17% 0.650
Bid Size: 5,000		 0.680
Ask Size: 5,000		 Western Digital Corp... 67.50 USD 20/06/2025 Call
 

Master data

WKN: ME3L8E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 67.50 USD
Maturity: 20/06/2025
Issue date: 14/11/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.45
Time value: 0.66
Break-even: 70.66
Moneyness: 0.93
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.50
Theta: -0.02
Omega: 4.54
Rho: 0.14
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.29%
1 Month
  -29.35%
3 Months
  -24.42%
YTD  
+18.18%
1 Year  
+91.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.620
1M High / 1M Low: 1.070 0.620
6M High / 6M Low: 2.100 0.610
High (YTD): 19/06/2024 2.100
Low (YTD): 05/01/2024 0.390
52W High: 19/06/2024 2.100
52W Low: 21/11/2023 0.330
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.869
Avg. volume 1M:   0.000
Avg. price 6M:   1.177
Avg. volume 6M:   0.000
Avg. price 1Y:   1.041
Avg. volume 1Y:   0.000
Volatility 1M:   162.83%
Volatility 6M:   129.83%
Volatility 1Y:   131.48%
Volatility 3Y:   -