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Morgan Stanley Call 190 VLO 20.06.../  DE000ME0RJV0  /

Stuttgart
11/12/2024  5:21:07 PM Chg.-0.001 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.226EUR -0.44% -
Bid Size: -		 -
Ask Size: -		 Valero Energy Corpor... 190.00 USD 6/20/2025 Call
 

Master data

WKN: ME0RJV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Valero Energy Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 6/20/2025
Issue date: 9/18/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.77
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -4.87
Time value: 0.25
Break-even: 180.68
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.16
Theta: -0.02
Omega: 8.11
Rho: 0.11
 

Quote data

Open: 0.220
High: 0.226
Low: 0.220
Previous Close: 0.227
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.52%
1 Month
  -38.92%
3 Months
  -69.04%
YTD
  -54.80%
1 Year
  -55.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.168
1M High / 1M Low: 0.350 0.153
6M High / 6M Low: 1.140 0.153
High (YTD): 4/5/2024 2.460
Low (YTD): 10/31/2024 0.153
52W High: 4/5/2024 2.460
52W Low: 10/31/2024 0.153
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.736
Avg. volume 1Y:   0.000
Volatility 1M:   207.95%
Volatility 6M:   173.84%
Volatility 1Y:   157.24%
Volatility 3Y:   -