Morgan Stanley Call 400 VRTX 20.09.2024
/ DE000ME4N378
Morgan Stanley Call 400 VRTX 20.0.../ DE000ME4N378 /
| 7/15/2024 8:30:33 PM |
Chg.+0.010 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
0.82 |
| Time value: |
0.10 |
| Break-even: |
459.45 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.86 |
| Theta: |
-0.20 |
| Omega: |
4.17 |
| Rho: |
0.54 |
Quote data
| Open: |
0.930 |
| High: |
0.940 |
| Low: |
0.920 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.44% |
| 1 Month |
|
|
+5.62% |
| 3 Months |
|
|
+184.85% |
| YTD |
|
|
+74.07% |
| 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: |
|
- |
