Morgan Stanley Call 82.5 WDC 20.12.2024
/ DE000ME8SVC6
Morgan Stanley Call 82.5 WDC 20.1.../ DE000ME8SVC6 /
12/09/2024 10:24:35 |
Chg.+0.003 |
Bid10:35:53 |
Ask10:35:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
+3.53% |
0.089 Bid Size: 12,500 |
0.112 Ask Size: 10,000 |
Western Digital Corp... |
82.50 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME8SVC |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.50 USD |
Maturity: |
20/12/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.34 |
Parity: |
-1.74 |
Time value: |
0.10 |
Break-even: |
75.95 |
Moneyness: |
0.77 |
Premium: |
0.32 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.01 |
Spread %: |
10.87% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
9.08 |
Rho: |
0.02 |
Quote data
Open: |
0.088 |
High: |
0.088 |
Low: |
0.088 |
Previous Close: |
0.085 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.20% |
1 Month |
|
|
-23.48% |
3 Months |
|
|
-89.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.098 |
0.080 |
1M High / 1M Low: |
0.135 |
0.080 |
6M High / 6M Low: |
0.900 |
0.080 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.475 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.87% |
Volatility 6M: |
|
211.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |