Morgan Stanley Call 70 WDC 20.06..../  DE000ME412A8  /

Stuttgart
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:   -