Morgan Stanley Call 240 NXPI 20.09.2024
/ DE000ME1FW24
Morgan Stanley Call 240 NXPI 20.0.../ DE000ME1FW24 /
| 29/07/2024 20:12:12 |
Chg.+0.13 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+6.07% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
240.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
1.09 |
| Time value: |
1.04 |
| Break-even: |
242.44 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
1.91% |
| Delta: |
0.66 |
| Theta: |
-0.14 |
| Omega: |
7.18 |
| Rho: |
0.19 |
Quote data
| Open: |
2.23 |
| High: |
2.30 |
| Low: |
2.23 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.09% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
-5.81% |
| YTD |
|
|
+11.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
2.01 |
| 1M High / 1M Low: |
4.86 |
2.01 |
| 6M High / 6M Low: |
4.86 |
1.05 |
| High (YTD): |
16/07/2024 |
4.86 |
| Low (YTD): |
17/01/2024 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.89% |
| Volatility 6M: |
|
175.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
