Morgan Stanley Call 450 ZURN 20.09.2024
/ DE000ME86276
Morgan Stanley Call 450 ZURN 20.0.../ DE000ME86276 /
| 8/14/2024 10:54:16 AM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+18.18% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
ME8627 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
0.10 |
| Break-even: |
495.93 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.89% |
| Delta: |
0.67 |
| Theta: |
-0.21 |
| Omega: |
14.37 |
| Rho: |
0.31 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.17% |
| 1 Month |
|
|
-29.73% |
| 3 Months |
|
|
+31.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.236 |
0.179 |
| 1M High / 1M Low: |
0.390 |
0.177 |
| 6M High / 6M Low: |
0.450 |
0.103 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.44% |
| Volatility 6M: |
|
201.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
