Morgan Stanley Call 82.5 WDC 20.12.2024
/ DE000ME8SVC6
Morgan Stanley Call 82.5 WDC 20.1.../ DE000ME8SVC6 /
| 9/11/2024 9:03:48 PM |
Chg.- |
Bid9:28:04 AM |
Ask9:28:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
- |
0.090
Bid Size: 12,500 |
0.113
Ask Size: 10,000 |
Western Digital Corp... |
82.50 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
-1.79 |
| Time value: |
0.10 |
| Break-even: |
75.85 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
9.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.083 |
| High: |
0.085 |
| Low: |
0.074 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-89.38% |
| 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: |
|
- |
