Morgan Stanley Call 240 NXPI 20.09.2024
/ DE000ME1FW24
Morgan Stanley Call 240 NXPI 20.0.../ DE000ME1FW24 /
7/30/2024 8:26:05 PM |
Chg.-0.13 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.14EUR |
-5.73% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
240.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME1FW2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/3/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.44 |
Historic volatility: |
0.30 |
Parity: |
1.22 |
Time value: |
1.04 |
Break-even: |
244.43 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.04 |
Spread %: |
1.80% |
Delta: |
0.67 |
Theta: |
-0.15 |
Omega: |
6.92 |
Rho: |
0.19 |
Quote data
Open: |
2.19 |
High: |
2.25 |
Low: |
2.14 |
Previous Close: |
2.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.96% |
1 Month |
|
|
-38.86% |
3 Months |
|
|
-28.43% |
YTD |
|
|
+4.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.30 |
2.01 |
1M High / 1M Low: |
4.86 |
2.01 |
6M High / 6M Low: |
4.86 |
1.05 |
High (YTD): |
7/16/2024 |
4.86 |
Low (YTD): |
1/17/2024 |
0.95 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.62% |
Volatility 6M: |
|
175.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |