Morgan Stanley Call 400 NXPI 21.03.2025
/ DE000MG0Z0E9
Morgan Stanley Call 400 NXPI 21.0.../ DE000MG0Z0E9 /
| 9/5/2024 5:18:08 PM |
Chg.-0.009 |
Bid8:23:16 PM |
Ask8:23:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.163EUR |
-5.23% |
0.170
Bid Size: 15,000 |
0.210
Ask Size: 15,000 |
NXP Semiconductors N... |
400.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0Z0E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
-14.90 |
| Time value: |
0.22 |
| Break-even: |
363.23 |
| Moneyness: |
0.59 |
| Premium: |
0.71 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.04 |
| Spread %: |
22.53% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
7.63 |
| Rho: |
0.08 |
Quote data
| Open: |
0.164 |
| High: |
0.164 |
| Low: |
0.163 |
| Previous Close: |
0.172 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.91% |
| 1 Month |
|
|
-29.13% |
| 3 Months |
|
|
-69.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.172 |
| 1M High / 1M Low: |
0.250 |
0.172 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
