Morgan Stanley Call 575 ZURN 20.1.../  DE000ME97Q22  /

Stuttgart
7/16/2024  2:23:25 PM Chg.-0.005 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.012EUR -29.41% -
Bid Size: -
-
Ask Size: -
ZURICH INSURANCE N 575.00 CHF 12/20/2024 Call
 

Master data

WKN: ME97Q2
Issuer: Morgan Stanley
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 575.00 CHF
Maturity: 12/20/2024
Issue date: 2/26/2024
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 122.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -1.02
Time value: 0.04
Break-even: 593.97
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 185.71%
Delta: 0.12
Theta: -0.05
Omega: 15.15
Rho: 0.24
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -29.41%
3 Months
  -52.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.015
1M High / 1M Low: 0.022 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -