Morgan Stanley Call 95 WDC 20.09..../  DE000ME9SPD4  /

Stuttgart
2024-07-05  6:09:49 PM Chg.-0.007 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.120EUR -5.51% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 95.00 USD 2024-09-20 Call
 

Master data

WKN: ME9SPD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -1.64
Time value: 0.13
Break-even: 88.91
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 1.91
Spread abs.: 0.01
Spread %: 8.55%
Delta: 0.18
Theta: -0.03
Omega: 10.15
Rho: 0.02
 

Quote data

Open: 0.136
High: 0.136
Low: 0.120
Previous Close: 0.127
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -0.83%
3 Months
  -55.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.131 0.116
1M High / 1M Low: 0.240 0.116
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -