Morgan Stanley Call 340 NXPI 20.09.2024
/ DE000ME5LLR6
Morgan Stanley Call 340 NXPI 20.0.../ DE000ME5LLR6 /
| 7/30/2024 6:50:18 PM |
Chg.-0.005 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-5.15% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
340.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME5LLR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
177.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
-8.03 |
| Time value: |
0.13 |
| Break-even: |
315.58 |
| Moneyness: |
0.74 |
| Premium: |
0.35 |
| Premium p.a.: |
7.16 |
| Spread abs.: |
0.04 |
| Spread %: |
40.43% |
| Delta: |
0.07 |
| Theta: |
-0.06 |
| Omega: |
12.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.085 |
| High: |
0.092 |
| Low: |
0.085 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
-53.77% |
| 3 Months |
|
|
-65.93% |
| YTD |
|
|
-61.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.080 |
| 1M High / 1M Low: |
0.330 |
0.080 |
| 6M High / 6M Low: |
0.680 |
0.080 |
| High (YTD): |
3/7/2024 |
0.680 |
| Low (YTD): |
7/25/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.65% |
| Volatility 6M: |
|
264.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
