Morgan Stanley Call 90 WDC 20.09..../  DE000ME80TA4  /

Stuttgart
7/31/2024  3:08:36 PM Chg.-0.001 Bid4:32:45 PM Ask4:32:45 PM Underlying Strike price Expiration date Option type
0.031EUR -3.13% 0.037
Bid Size: 25,000
0.047
Ask Size: 25,000
Western Digital Corp... 90.00 USD 9/20/2024 Call
 

Master data

WKN: ME80TA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 146.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.33
Parity: -2.48
Time value: 0.04
Break-even: 83.61
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 12.02
Spread abs.: 0.01
Spread %: 37.93%
Delta: 0.07
Theta: -0.02
Omega: 10.87
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.031
Low: 0.028
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.10%
1 Month
  -83.85%
3 Months
  -85.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.032
1M High / 1M Low: 0.260 0.032
6M High / 6M Low: 0.390 0.032
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.43%
Volatility 6M:   286.55%
Volatility 1Y:   -
Volatility 3Y:   -