Morgan Stanley Put 250 NXPI 20.12.2024
/ DE000ME9DQX2
Morgan Stanley Put 250 NXPI 20.12.../ DE000ME9DQX2 /
2024-07-29 8:32:51 PM |
Chg.-0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.76EUR |
-3.30% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
250.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
ME9DQX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.30 |
Parity: |
-0.16 |
Time value: |
1.90 |
Break-even: |
211.35 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
2.15% |
Delta: |
-0.42 |
Theta: |
-0.06 |
Omega: |
-5.10 |
Rho: |
-0.46 |
Quote data
Open: |
1.73 |
High: |
1.76 |
Low: |
1.56 |
Previous Close: |
1.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+57.14% |
1 Month |
|
|
+27.54% |
3 Months |
|
|
-30.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.12 |
1M High / 1M Low: |
1.95 |
0.91 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |