Morgan Stanley Call 37 VZ 20.09.2024
/ DE000ME173N9
Morgan Stanley Call 37 VZ 20.09.2.../ DE000ME173N9 /
| 24/07/2024 21:09:49 |
Chg.- |
Bid10:16:27 |
Ask10:16:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
0.310
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Verizon Communicatio... |
37.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME173N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.07 |
| Break-even: |
37.34 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
8.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.38% |
| 1 Month |
|
|
-26.19% |
| 3 Months |
|
|
-6.06% |
| YTD |
|
|
+29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.260 |
| 1M High / 1M Low: |
0.520 |
0.260 |
| 6M High / 6M Low: |
0.600 |
0.260 |
| High (YTD): |
01/02/2024 |
0.600 |
| Low (YTD): |
22/07/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.33% |
| Volatility 6M: |
|
148.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
