Morgan Stanley Call 475 ZURN 20.12.2024
/ DE000ME862A4
Morgan Stanley Call 475 ZURN 20.1.../ DE000ME862A4 /
| 7/16/2024 5:14:38 PM |
Chg.-0.031 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.212EUR |
-12.76% |
-
Bid Size: - |
-
Ask Size: - |
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: |
20.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
0.01 |
| Time value: |
0.23 |
| Break-even: |
511.76 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.83% |
| Delta: |
0.59 |
| Theta: |
-0.09 |
| Omega: |
11.78 |
| Rho: |
1.13 |
Quote data
| Open: |
0.206 |
| High: |
0.212 |
| Low: |
0.206 |
| Previous Close: |
0.243 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.93% |
| 1 Month |
|
|
-0.47% |
| 3 Months |
|
|
+42.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.223 |
| 1M High / 1M Low: |
0.310 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
