Morgan Stanley Call 475 ZURN 20.09.2024
/ DE000ME86292
Morgan Stanley Call 475 ZURN 20.0.../ DE000ME86292 /
8/14/2024 10:54:16 AM |
Chg.+0.021 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
+36.21% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
475.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
ME8629 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
475.00 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: |
78.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-0.14 |
Time value: |
0.06 |
Break-even: |
505.83 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.00 |
Spread %: |
3.33% |
Delta: |
0.35 |
Theta: |
-0.15 |
Omega: |
27.09 |
Rho: |
0.16 |
Quote data
Open: |
0.079 |
High: |
0.079 |
Low: |
0.079 |
Previous Close: |
0.058 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.28% |
1 Month |
|
|
-52.98% |
3 Months |
|
|
-2.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.078 |
0.048 |
1M High / 1M Low: |
0.179 |
0.048 |
6M High / 6M Low: |
0.235 |
0.045 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.110 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.132 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
384.83% |
Volatility 6M: |
|
257.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |