Morgan Stanley Call 700 NOC 19.09.2025
/ DE000ME435B7
Morgan Stanley Call 700 NOC 19.09.../ DE000ME435B7 /
6/19/2024 8:47:32 PM |
Chg.0.000 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
0.00% |
0.033 Bid Size: 6,250 |
0.045 Ask Size: 6,250 |
Northrop Grumman Cor... |
700.00 USD |
9/19/2025 |
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: |
9/19/2025 |
Issue date: |
11/23/2023 |
Last trading day: |
9/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
99.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-2.55 |
Time value: |
0.04 |
Break-even: |
655.84 |
Moneyness: |
0.61 |
Premium: |
0.65 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.01 |
Spread %: |
21.21% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
8.29 |
Rho: |
0.37 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.033 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
-34.00% |
3 Months |
|
|
-50.75% |
YTD |
|
|
-62.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.025 |
1M High / 1M Low: |
0.049 |
0.025 |
6M High / 6M Low: |
0.109 |
0.025 |
High (YTD): |
1/9/2024 |
0.109 |
Low (YTD): |
6/14/2024 |
0.025 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.09% |
Volatility 6M: |
|
133.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |