Morgan Stanley Call 475 ZURN 20.12.2024
/ DE000ME862A4
Morgan Stanley Call 475 ZURN 20.1.../ DE000ME862A4 /
| 8/15/2024 10:59:10 AM |
Chg.+0.028 |
Bid3:09:37 PM |
Ask3:09:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.203EUR |
+16.00% |
0.219
Bid Size: 150,000 |
0.221
Ask Size: 150,000 |
ZURICH INSURANCE N |
475.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
ME862A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
475.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
-0.04 |
| Time value: |
0.19 |
| Break-even: |
517.56 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
1.06% |
| Delta: |
0.54 |
| Theta: |
-0.09 |
| Omega: |
14.08 |
| Rho: |
0.86 |
Quote data
| Open: |
0.203 |
| High: |
0.203 |
| Low: |
0.203 |
| Previous Close: |
0.175 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.36% |
| 1 Month |
|
|
-16.46% |
| 3 Months |
|
|
+47.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.175 |
0.129 |
| 1M High / 1M Low: |
0.260 |
0.129 |
| 6M High / 6M Low: |
0.310 |
0.079 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.41% |
| Volatility 6M: |
|
175.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
