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Morgan Stanley Call 360 NXPI 20.0.../  DE000ME5FC40  /

Stuttgart
2024-09-25  12:28:35 PM Chg.-0.060 Bid3:25:15 PM Ask3:25:15 PM Underlying Strike price Expiration date Option type
0.330EUR -15.38% 0.350
Bid Size: 10,000		 0.430
Ask Size: 7,500		 NXP Semiconductors N... 360.00 USD 2025-06-20 Call
 

Master data

WKN: ME5FC4
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-15
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.75
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -11.07
Time value: 0.40
Break-even: 325.69
Moneyness: 0.66
Premium: 0.54
Premium p.a.: 0.81
Spread abs.: 0.04
Spread %: 11.11%
Delta: 0.14
Theta: -0.03
Omega: 7.15
Rho: 0.18
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month
  -52.17%
3 Months
  -74.22%
YTD
  -52.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.710 0.360
6M High / 6M Low: 1.750 0.360
High (YTD): 2024-07-16 1.750
Low (YTD): 2024-09-23 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   0.987
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.22%
Volatility 6M:   161.44%
Volatility 1Y:   -
Volatility 3Y:   -