Morgan Stanley Call 38 VZ 20.09.2.../  DE000ME173P4  /

Stuttgart
25/07/2024  11:07:21 Chg.+0.001 Bid11:14:34 Ask11:14:34 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 20/09/2024 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: 20/09/2024
Issue date: 27/09/2023
Last trading day: 20/09/2024
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): 01/02/2024 0.530
Low (YTD): 22/07/2024 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:   -