Morgan Stanley Call 310 NXPI 20.09.2024
/ DE000ME97KE9
Morgan Stanley Call 310 NXPI 20.0.../ DE000ME97KE9 /
2024-06-27 2:18:11 PM |
Chg.+0.010 |
Bid4:41:15 PM |
Ask4:41:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+2.27% |
0.470 Bid Size: 25,000 |
0.510 Ask Size: 25,000 |
NXP Semiconductors N... |
310.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME97KE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-3.73 |
Time value: |
0.51 |
Break-even: |
295.36 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.04 |
Spread %: |
8.51% |
Delta: |
0.23 |
Theta: |
-0.08 |
Omega: |
11.58 |
Rho: |
0.13 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.16% |
1 Month |
|
|
-48.28% |
3 Months |
|
|
-18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.440 |
1M High / 1M Low: |
0.870 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.640 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |