Morgan Stanley Call 575 ZURN 20.09.2024
/ DE000ME9S103
Morgan Stanley Call 575 ZURN 20.0.../ DE000ME9S103 /
| 16/07/2024 13:59:39 |
Chg.-0.001 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-20.00% |
0.004
Bid Size: 300,000 |
0.040
Ask Size: 100,000 |
ZURICH INSURANCE N |
575.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
ME9S10 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
575.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
122.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
-1.02 |
| Time value: |
0.04 |
| Break-even: |
593.97 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.04 |
| Spread %: |
900.00% |
| Delta: |
0.12 |
| Theta: |
-0.11 |
| Omega: |
14.73 |
| Rho: |
0.10 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-69.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.005 |
| 1M High / 1M Low: |
0.008 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
