Morgan Stanley Call 410 VRTX 20.09.2024
/ DE000ME4N394
Morgan Stanley Call 410 VRTX 20.0.../ DE000ME4N394 /
| 30/07/2024 09:21:49 |
Chg.+0.020 |
Bid10:13:37 |
Ask10:13:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+2.22% |
0.930
Bid Size: 5,000 |
0.940
Ask Size: 5,000 |
Vertex Pharmaceutica... |
410.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4N39 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
0.81 |
| Time value: |
0.10 |
| Break-even: |
469.96 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.86 |
| Theta: |
-0.24 |
| Omega: |
4.34 |
| Rho: |
0.43 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
+288.19% |
| YTD |
|
|
+87.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.840 |
| 1M High / 1M Low: |
0.900 |
0.670 |
| 6M High / 6M Low: |
0.900 |
0.237 |
| High (YTD): |
29/07/2024 |
0.900 |
| Low (YTD): |
30/04/2024 |
0.237 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.542 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.79% |
| Volatility 6M: |
|
115.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
