Morgan Stanley Call 400 VRTX 20.09.2024
/ DE000ME4N378
Morgan Stanley Call 400 VRTX 20.0.../ DE000ME4N378 /
| 2024-06-27 8:38:31 PM |
Chg.0.000 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.69 |
| Time value: |
0.14 |
| Break-even: |
457.54 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.82 |
| Theta: |
-0.18 |
| Omega: |
4.39 |
| Rho: |
0.66 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.810 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.53% |
| 1 Month |
|
|
+14.08% |
| 3 Months |
|
|
+72.34% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.770 |
| 1M High / 1M Low: |
0.920 |
0.560 |
| 6M High / 6M Low: |
0.920 |
0.290 |
| High (YTD): |
2024-06-07 |
0.920 |
| Low (YTD): |
2024-04-30 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.55% |
| Volatility 6M: |
|
109.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
