Morgan Stanley Call 600 ZURN 20.1.../  DE000ME9G454  /

Stuttgart
14/08/2024  12:58:44 Chg.- Bid09:04:06 Ask09:04:06 Underlying Strike price Expiration date Option type
0.007EUR - 0.008
Bid Size: 150,000
0.040
Ask Size: 150,000
ZURICH INSURANCE N 600.00 CHF 20/12/2024 Call
 

Master data

WKN: ME9G45
Issuer: Morgan Stanley
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 20/12/2024
Issue date: 01/03/2024
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 121.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.15
Parity: -1.45
Time value: 0.04
Break-even: 635.11
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.15
Spread abs.: 0.03
Spread %: 471.43%
Delta: 0.10
Theta: -0.07
Omega: 12.40
Rho: 0.16
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.36%
3 Months
  -30.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.007
1M High / 1M Low: 0.011 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -