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

Stuttgart
11/10/2024  16:18:35 Chg.- Bid08:00:19 Ask08:00:19 Underlying Strike price Expiration date Option type
0.720EUR - 0.690
Bid Size: 5,000
0.730
Ask Size: 5,000
Western Digital Corp... 70.00 USD 20/06/2025 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: 20/06/2025
Issue date: 22/11/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.24
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.47
Time value: 0.72
Break-even: 71.21
Moneyness: 0.93
Premium: 0.20
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 2.86%
Delta: 0.51
Theta: -0.02
Omega: 4.23
Rho: 0.16
 

Quote data

Open: 0.650
High: 0.720
Low: 0.650
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+1.41%
3 Months
  -57.65%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.680
1M High / 1M Low: 0.980 0.660
6M High / 6M Low: 1.950 0.480
High (YTD): 19/06/2024 1.950
Low (YTD): 05/01/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.782
Avg. volume 1M:   0.000
Avg. price 6M:   1.186
Avg. volume 6M:   11.628
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.50%
Volatility 6M:   131.90%
Volatility 1Y:   -
Volatility 3Y:   -