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

Stuttgart
14/10/2024  08:01:42 Chg.+0.030 Bid14/10/2024 Ask14/10/2024 Underlying Strike price Expiration date Option type
0.790EUR +3.95% 0.790
Bid Size: 5,000		 0.830
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: 7.24
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.24
Time value: 0.82
Break-even: 69.93
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 3.80%
Delta: 0.55
Theta: -0.02
Omega: 4.01
Rho: 0.17
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.05%
1 Month
  -1.25%
3 Months
  -56.11%
YTD  
+43.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.760
1M High / 1M Low: 1.060 0.740
6M High / 6M Low: 2.100 0.610
High (YTD): 19/06/2024 2.100
Low (YTD): 05/01/2024 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.881
Avg. volume 1M:   0.000
Avg. price 6M:   1.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.64%
Volatility 6M:   117.82%
Volatility 1Y:   -
Volatility 3Y:   -