Morgan Stanley Call 500 ZURN 20.12.2024
/ DE000ME862B2
Morgan Stanley Call 500 ZURN 20.1.../ DE000ME862B2 /
| 15/08/2024 10:59:10 |
Chg.+0.012 |
Bid13:26:48 |
Ask13:26:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
+16.44% |
0.085
Bid Size: 150,000 |
0.087
Ask Size: 150,000 |
ZURICH INSURANCE N |
500.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME862B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
-0.30 |
| Time value: |
0.08 |
| Break-even: |
532.90 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
2.53% |
| Delta: |
0.31 |
| Theta: |
-0.07 |
| Omega: |
18.96 |
| Rho: |
0.51 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
-27.35% |
| 3 Months |
|
|
+26.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.055 |
| 1M High / 1M Low: |
0.129 |
0.054 |
| 6M High / 6M Low: |
0.166 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.43% |
| Volatility 6M: |
|
191.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
