Morgan Stanley Call 550 ZURN 20.12.2024
/ DE000ME862F3
Morgan Stanley Call 550 ZURN 20.1.../ DE000ME862F3 /
| 17/09/2024 16:44:31 |
Chg.-0.004 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
550.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME862F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 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: |
120.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
-0.43 |
| Time value: |
0.05 |
| Break-even: |
589.31 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.00 |
| Spread %: |
4.65% |
| Delta: |
0.20 |
| Theta: |
-0.07 |
| Omega: |
24.06 |
| Rho: |
0.27 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.040 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+122.22% |
| 3 Months |
|
|
+29.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.028 |
| 1M High / 1M Low: |
0.044 |
0.017 |
| 6M High / 6M Low: |
0.055 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.19% |
| Volatility 6M: |
|
185.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
