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

Stuttgart
9/17/2024  1:36:10 PM Chg.+0.001 Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
0.020EUR +5.26% -
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: 135.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.70
Time value: 0.04
Break-even: 615.39
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 100.00%
Delta: 0.15
Theta: -0.07
Omega: 19.88
Rho: 0.19
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+100.00%
3 Months  
+5.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.015
1M High / 1M Low: 0.019 0.009
6M High / 6M Low: 0.035 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.25%
Volatility 6M:   169.13%
Volatility 1Y:   -
Volatility 3Y:   -