Morgan Stanley Call 220 NXPI 20.09.2024
/ DE000ME26900
Morgan Stanley Call 220 NXPI 20.0.../ DE000ME26900 /
| 2024-05-24 8:14:20 PM |
Chg.-0.54 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.74EUR |
-8.60% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2690 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.13 |
| Intrinsic value: |
4.65 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
4.65 |
| Time value: |
0.79 |
| Break-even: |
257.89 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
3.89 |
| Rho: |
0.51 |
Quote data
| Open: |
5.67 |
| High: |
5.78 |
| Low: |
5.67 |
| Previous Close: |
6.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.38% |
| 1 Month |
|
|
+91.33% |
| 3 Months |
|
|
+68.82% |
| YTD |
|
|
+93.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
5.39 |
| 1M High / 1M Low: |
6.28 |
3.00 |
| 6M High / 6M Low: |
6.28 |
1.54 |
| High (YTD): |
2024-05-23 |
6.28 |
| Low (YTD): |
2024-01-17 |
1.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
340.86 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
57.73 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.99% |
| Volatility 6M: |
|
149.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
