Morgan Stanley Call 525 ZURN 20.12.2024
/ DE000ME862D8
Morgan Stanley Call 525 ZURN 20.1.../ DE000ME862D8 /
10/18/2024 11:02:48 AM |
Chg.+0.021 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+16.28% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
525.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
ME862D |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
525.00 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: |
35.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.15 |
Parity: |
-0.01 |
Time value: |
0.16 |
Break-even: |
575.60 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.00 |
Spread %: |
1.92% |
Delta: |
0.53 |
Theta: |
-0.14 |
Omega: |
18.78 |
Rho: |
0.49 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.129 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+63.04% |
1 Month |
|
|
+72.41% |
3 Months |
|
|
+212.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.138 |
0.092 |
1M High / 1M Low: |
0.138 |
0.067 |
6M High / 6M Low: |
0.138 |
0.023 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.121 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.43% |
Volatility 6M: |
|
204.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |