Morgan Stanley Call 72 WDC 20.09.2024
/ DE000ME17JZ4
Morgan Stanley Call 72 WDC 20.09..../ DE000ME17JZ4 /
| 2024-06-28 9:08:21 PM |
Chg.-0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-2.38% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
72.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17JZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
0.42 |
| Break-even: |
75.74 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
5.65 |
| Rho: |
0.09 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
+26.15% |
| YTD |
|
|
+396.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.800 |
| 1M High / 1M Low: |
1.150 |
0.700 |
| 6M High / 6M Low: |
1.150 |
0.104 |
| High (YTD): |
2024-06-19 |
1.150 |
| Low (YTD): |
2024-01-05 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.904 |
| Avg. volume 1M: |
|
8.696 |
| Avg. price 6M: |
|
0.539 |
| Avg. volume 6M: |
|
3.937 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.01% |
| Volatility 6M: |
|
238.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
