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Morgan Stanley Call 360 NXPI 20.0.../  DE000ME5FC40  /

Stuttgart
2024-08-01  12:32:35 PM Chg.+0.030 Bid1:27:30 PM Ask1:27:30 PM Underlying Strike price Expiration date Option type
0.990EUR +3.13% 0.990
Bid Size: 3,750		 1.120
Ask Size: 3,750		 NXP Semiconductors N... 360.00 USD 2025-06-20 Call
 

Master data

WKN: ME5FC4
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-15
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.76
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -9.36
Time value: 1.05
Break-even: 343.10
Moneyness: 0.72
Premium: 0.44
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 3.96%
Delta: 0.25
Theta: -0.05
Omega: 5.66
Rho: 0.43
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.75%
1 Month
  -8.33%
3 Months
  -13.16%
YTD  
+41.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.800
1M High / 1M Low: 1.750 0.800
6M High / 6M Low: 1.750 0.490
High (YTD): 2024-07-16 1.750
Low (YTD): 2024-01-17 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   1.260
Avg. volume 1M:   0.000
Avg. price 6M:   1.097
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.89%
Volatility 6M:   163.76%
Volatility 1Y:   -
Volatility 3Y:   -