Morgan Stanley Call 38 VZ 20.09.2024
/ DE000ME173P4
Morgan Stanley Call 38 VZ 20.09.2.../ DE000ME173P4 /
2024-07-25 11:07:21 AM |
Chg.+0.001 |
Bid11:14:34 AM |
Ask11:14:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.238EUR |
+0.42% |
0.238 Bid Size: 10,000 |
0.241 Ask Size: 10,000 |
Verizon Communicatio... |
38.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME173P |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-27 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
0.15 |
Time value: |
0.09 |
Break-even: |
37.48 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
1.26% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
10.72 |
Rho: |
0.04 |
Quote data
Open: |
0.238 |
High: |
0.238 |
Low: |
0.238 |
Previous Close: |
0.237 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.91% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-8.46% |
YTD |
|
|
+21.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.194 |
1M High / 1M Low: |
0.440 |
0.194 |
6M High / 6M Low: |
0.530 |
0.194 |
High (YTD): |
2024-02-01 |
0.530 |
Low (YTD): |
2024-07-22 |
0.194 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
231.02% |
Volatility 6M: |
|
167.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |