Morgan Stanley Call 410 VRTX 20.0.../  DE000ME4N394  /

Stuttgart
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:   -