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Morgan Stanley Call 700 NOC 16.01.../  DE000ME205R0  /

Stuttgart
5/22/2024  6:50:43 PM Chg.- Bid10:14:54 AM Ask10:14:54 AM Underlying Strike price Expiration date Option type
0.083EUR - 0.081
Bid Size: 5,000		 0.101
Ask Size: 5,000		 Northrop Grumman Cor... 700.00 USD 1/16/2026 Call
 

Master data

WKN: ME205R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 1/16/2026
Issue date: 10/12/2023
Last trading day: 1/16/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 47.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -2.08
Time value: 0.09
Break-even: 655.94
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 6.90%
Delta: 0.16
Theta: -0.03
Omega: 7.52
Rho: 1.00
 

Quote data

Open: 0.079
High: 0.083
Low: 0.079
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.19%
1 Month
  -20.95%
3 Months
  -8.79%
YTD
  -35.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.083
1M High / 1M Low: 0.118 0.078
6M High / 6M Low: 0.180 0.072
High (YTD): 1/3/2024 0.154
Low (YTD): 1/29/2024 0.072
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.82%
Volatility 6M:   106.07%
Volatility 1Y:   -
Volatility 3Y:   -