Morgan Stanley Call 270 NXPI 20.09.2024
/ DE000ME2MQG3
Morgan Stanley Call 270 NXPI 20.0.../ DE000ME2MQG3 /
| 27/06/2024 21:22:12 |
Chg.- |
Bid09:11:45 |
Ask09:11:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
- |
1.47
Bid Size: 2,500 |
1.60
Ask Size: 2,000 |
NXP Semiconductors N... |
270.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
0.02 |
| Time value: |
1.66 |
| Break-even: |
269.61 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
2.44% |
| Delta: |
0.55 |
| Theta: |
-0.10 |
| Omega: |
8.35 |
| Rho: |
0.29 |
Quote data
| Open: |
1.57 |
| High: |
1.62 |
| Low: |
1.56 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.85% |
| 1 Month |
|
|
-36.07% |
| 3 Months |
|
|
+7.59% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.56 |
| 1M High / 1M Low: |
2.53 |
1.56 |
| 6M High / 6M Low: |
2.62 |
0.46 |
| High (YTD): |
23/05/2024 |
2.62 |
| Low (YTD): |
19/04/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
7.87 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.12% |
| Volatility 6M: |
|
211.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
