Morgan Stanley Call 90 WDC 20.12..../  DE000ME80T93  /

Stuttgart
06/08/2024  08:52:48 Chg.+0.014 Bid09:44:04 Ask09:44:04 Underlying Strike price Expiration date Option type
0.084EUR +20.00% 0.085
Bid Size: 15,000
0.096
Ask Size: 12,500
Western Digital Corp... 90.00 USD 20/12/2024 Call
 

Master data

WKN: ME80T9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 20/12/2024
Issue date: 31/01/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.35
Parity: -3.01
Time value: 0.10
Break-even: 83.16
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 2.52
Spread abs.: 0.02
Spread %: 25.97%
Delta: 0.13
Theta: -0.01
Omega: 6.81
Rho: 0.02
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.88%
1 Month
  -81.33%
3 Months
  -80.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.148 0.008
1M High / 1M Low: 0.550 0.008
6M High / 6M Low: 0.630 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   112.205
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,584.73%
Volatility 6M:   1,027.46%
Volatility 1Y:   -
Volatility 3Y:   -