Morgan Stanley Call 70 WDC 20.06.2025
/ DE000ME412A8
Morgan Stanley Call 70 WDC 20.06..../ DE000ME412A8 /
2024-11-15 9:14:59 PM |
Chg.-0.020 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-3.51% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
70.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
ME412A |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-22 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.35 |
Parity: |
-0.68 |
Time value: |
0.57 |
Break-even: |
72.19 |
Moneyness: |
0.90 |
Premium: |
0.21 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
4.79 |
Rho: |
0.13 |
Quote data
Open: |
0.520 |
High: |
0.560 |
Low: |
0.520 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-32.10% |
3 Months |
|
|
-27.63% |
YTD |
|
|
+14.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.550 |
1M High / 1M Low: |
0.960 |
0.550 |
6M High / 6M Low: |
1.950 |
0.480 |
High (YTD): |
2024-06-19 |
1.950 |
Low (YTD): |
2024-01-05 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.769 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.067 |
Avg. volume 6M: |
|
11.538 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.77% |
Volatility 6M: |
|
141.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |