Morgan Stanley Call 525 ZURN 20.1.../  DE000ME862D8  /

Stuttgart
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:   -