Morgan Stanley Call 17 NDX1 20.12.2024
/ DE000ME9SRJ7
Morgan Stanley Call 17 NDX1 20.12.../ DE000ME9SRJ7 /
04/11/2024 18:29:30 |
Chg.+0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+2.78% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
17.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME9SRJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
07/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.81 |
Historic volatility: |
0.40 |
Parity: |
-3.75 |
Time value: |
0.47 |
Break-even: |
17.47 |
Moneyness: |
0.78 |
Premium: |
0.32 |
Premium p.a.: |
7.97 |
Spread abs.: |
0.12 |
Spread %: |
34.29% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
6.75 |
Rho: |
0.00 |
Quote data
Open: |
0.380 |
High: |
0.390 |
Low: |
0.370 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.90% |
1 Month |
|
|
-11.90% |
3 Months |
|
|
-44.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.360 |
1M High / 1M Low: |
0.450 |
0.320 |
6M High / 6M Low: |
1.860 |
0.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.378 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.829 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.95% |
Volatility 6M: |
|
142.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |