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: |
|
- |