Morgan Stanley Call 42.5 VZ 20.06.2025
/ DE000ME3L9W0
Morgan Stanley Call 42.5 VZ 20.06.../ DE000ME3L9W0 /
02/09/2024 18:57:34 |
Chg.+0.009 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.233EUR |
+4.02% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
42.50 USD |
20/06/2025 |
Call |
Master data
WKN: |
ME3L9W |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.50 USD |
Maturity: |
20/06/2025 |
Issue date: |
14/11/2023 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.20 |
Parity: |
-0.07 |
Time value: |
0.24 |
Break-even: |
40.84 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
1.29% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
8.99 |
Rho: |
0.15 |
Quote data
Open: |
0.237 |
High: |
0.237 |
Low: |
0.233 |
Previous Close: |
0.224 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.02% |
1 Month |
|
|
-2.92% |
3 Months |
|
|
-6.80% |
YTD |
|
|
+52.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.224 |
0.210 |
1M High / 1M Low: |
0.240 |
0.183 |
6M High / 6M Low: |
0.360 |
0.164 |
High (YTD): |
30/01/2024 |
0.370 |
Low (YTD): |
23/07/2024 |
0.164 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.216 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.91% |
Volatility 6M: |
|
131.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |