Morgan Stanley Call 260 NXPI 20.09.2024
/ DE000ME1FW40
Morgan Stanley Call 260 NXPI 20.0.../ DE000ME1FW40 /
| 2024-05-24 8:19:22 PM |
Chg.+0.39 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
+15.66% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1FW4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
0.95 |
| Time value: |
1.70 |
| Break-even: |
266.98 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
1.15% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
6.02 |
| Rho: |
0.43 |
Quote data
| Open: |
2.82 |
| High: |
2.95 |
| Low: |
2.82 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+118.18% |
| 3 Months |
|
|
+87.01% |
| YTD |
|
|
+113.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
2.49 |
| 1M High / 1M Low: |
2.88 |
1.32 |
| 6M High / 6M Low: |
2.88 |
0.59 |
| High (YTD): |
2024-05-24 |
2.88 |
| Low (YTD): |
2024-01-17 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.35% |
| Volatility 6M: |
|
200.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
