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Morgan Stanley Call 300 NXPI 20.0.../  DE000ME1Z3B3  /

Stuttgart
2024-08-01  6:04:49 PM Chg.-0.073 Bid8:33:38 PM Ask8:33:38 PM Underlying Strike price Expiration date Option type
0.177EUR -29.20% 0.148
Bid Size: 40,000		 0.186
Ask Size: 40,000		 NXP Semiconductors N... 300.00 USD 2024-09-20 Call
 

Master data

WKN: ME1Z3B
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-12
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.29
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -3.82
Time value: 0.34
Break-even: 280.57
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 2.22
Spread abs.: 0.04
Spread %: 13.33%
Delta: 0.19
Theta: -0.10
Omega: 13.14
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.270
Low: 0.177
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.84%
1 Month
  -67.22%
3 Months
  -76.40%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.186
1M High / 1M Low: 1.180 0.186
6M High / 6M Low: 1.210 0.186
High (YTD): 2024-06-12 1.210
Low (YTD): 2024-07-25 0.186
52W High: - -
52W Low: - -
Avg. price 1W:   0.223
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   361.05%
Volatility 6M:   271.27%
Volatility 1Y:   -
Volatility 3Y:   -