OverviewChartNewsTraderScreen

Morgan Stanley Call 270 NXPI 20.0.../  DE000ME2MQG3  /

Stuttgart
2024-07-31  11:14:42 AM Chg.+0.090 Bid5:06:51 PM Ask5:06:51 PM Underlying Strike price Expiration date Option type
0.810EUR +12.50% 0.820
Bid Size: 80,000		 0.860
Ask Size: 80,000		 NXP Semiconductors N... 270.00 USD 2024-09-20 Call
 

Master data

WKN: ME2MQG
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-26
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.52
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -1.16
Time value: 0.67
Break-even: 256.34
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 6.35%
Delta: 0.38
Theta: -0.11
Omega: 13.37
Rho: 0.12
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month
  -49.69%
3 Months
  -48.73%
YTD
  -30.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.630
1M High / 1M Low: 2.750 0.630
6M High / 6M Low: 2.750 0.460
High (YTD): 2024-07-16 2.750
Low (YTD): 2024-04-19 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   1.695
Avg. volume 1M:   0.000
Avg. price 6M:   1.533
Avg. volume 6M:   7.874
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.39%
Volatility 6M:   228.28%
Volatility 1Y:   -
Volatility 3Y:   -