Morgan Stanley Call 400 VRTX 20.09.2024
/ DE000ME4N378
Morgan Stanley Call 400 VRTX 20.0.../ DE000ME4N378 /
7/16/2024 9:24:10 AM |
Chg.+0.010 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+1.06% |
0.950 Bid Size: 5,000 |
0.970 Ask Size: 5,000 |
Vertex Pharmaceutica... |
400.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME4N37 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/5/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.52 |
Historic volatility: |
0.21 |
Parity: |
0.83 |
Time value: |
0.11 |
Break-even: |
461.03 |
Moneyness: |
1.23 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.08% |
Delta: |
0.86 |
Theta: |
-0.20 |
Omega: |
4.10 |
Rho: |
0.53 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+6.74% |
3 Months |
|
|
+187.88% |
YTD |
|
|
+75.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.900 |
1M High / 1M Low: |
0.940 |
0.740 |
6M High / 6M Low: |
0.940 |
0.290 |
High (YTD): |
7/15/2024 |
0.940 |
Low (YTD): |
4/30/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.829 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.588 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.98% |
Volatility 6M: |
|
108.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |