Morgan Stanley Call 260 NSC 20.06.2025
/ DE000ME46D11
Morgan Stanley Call 260 NSC 20.06.../ DE000ME46D11 /
| 19/11/2024 18:55:02 |
Chg.-0.19 |
Bid21:42:17 |
Ask21:42:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-8.12% |
2.12
Bid Size: 40,000 |
2.16
Ask Size: 40,000 |
Norfolk Southern Cor... |
260.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME46D1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
27/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.21 |
| Time value: |
2.12 |
| Break-even: |
268.71 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
6.28 |
| Rho: |
0.72 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.15 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.99% |
| 1 Month |
|
|
+16.85% |
| 3 Months |
|
|
+39.61% |
| YTD |
|
|
+1.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.29 |
| 1M High / 1M Low: |
3.03 |
1.35 |
| 6M High / 6M Low: |
3.03 |
0.69 |
| High (YTD): |
13/03/2024 |
3.37 |
| Low (YTD): |
25/06/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.63% |
| Volatility 6M: |
|
185.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
