Morgan Stanley Call 39 VZ 20.06.2.../  DE000ME3HRV8  /

Stuttgart
12/11/2024  20:33:19 Chg.- Bid08:09:12 Ask08:09:12 Underlying Strike price Expiration date Option type
0.320EUR - 0.300
Bid Size: 10,000
0.320
Ask Size: 10,000
Verizon Communicatio... 39.00 USD 20/06/2025 Call
 

Master data

WKN: ME3HRV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 39.00 USD
Maturity: 20/06/2025
Issue date: 13/11/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.14
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 0.14
Time value: 0.19
Break-even: 39.87
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.67
Theta: -0.01
Omega: 7.74
Rho: 0.13
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -37.25%
3 Months
  -15.79%
YTD  
+28.00%
1 Year  
+43.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.590 0.320
6M High / 6M Low: 0.620 0.290
High (YTD): 02/10/2024 0.620
Low (YTD): 23/07/2024 0.290
52W High: 02/10/2024 0.620
52W Low: 16/11/2023 0.218
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.394
Avg. volume 1Y:   0.000
Volatility 1M:   139.73%
Volatility 6M:   126.43%
Volatility 1Y:   121.42%
Volatility 3Y:   -