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Morgan Stanley Call 700 NOC 19.09.../  DE000ME435B7  /

Stuttgart
20/09/2024  20:48:18 Chg.+0.002 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.065EUR +3.17% -
Bid Size: -		 -
Ask Size: -		 Northrop Grumman Cor... 700.00 USD 19/09/2025 Call
 

Master data

WKN: ME435B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Northrop Grumman Corp Holding Co
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 19/09/2025
Issue date: 23/11/2023
Last trading day: 19/09/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 67.20
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -1.57
Time value: 0.07
Break-even: 634.06
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.35
Spread abs.: 0.00
Spread %: 6.06%
Delta: 0.15
Theta: -0.04
Omega: 9.79
Rho: 0.61
 

Quote data

Open: 0.057
High: 0.065
Low: 0.055
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month
  -12.16%
3 Months  
+80.56%
YTD
  -26.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.063
1M High / 1M Low: 0.079 0.061
6M High / 6M Low: 0.080 0.025
High (YTD): 09/01/2024 0.109
Low (YTD): 14/06/2024 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.84%
Volatility 6M:   136.85%
Volatility 1Y:   -
Volatility 3Y:   -