Morgan Stanley Call 400 NXPI 20.06.2025
/ DE000ME9DRJ9
Morgan Stanley Call 400 NXPI 20.0.../ DE000ME9DRJ9 /
| 24/09/2024 15:23:13 |
Chg.0.000 |
Bid18:53:56 |
Ask18:53:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
0.00% |
0.230
Bid Size: 40,000 |
0.270
Ask Size: 40,000 |
NXP Semiconductors N... |
400.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME9DRJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
28/02/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
-15.20 |
| Time value: |
0.26 |
| Break-even: |
362.60 |
| Moneyness: |
0.58 |
| Premium: |
0.74 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.04 |
| Spread %: |
18.18% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
7.15 |
| Rho: |
0.12 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-70.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.410 |
0.220 |
| 6M High / 6M Low: |
1.100 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.32% |
| Volatility 6M: |
|
163.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
