Morgan Stanley Call 42.5 VZ 20.06.../  DE000ME3L9W0  /

Stuttgart
7/26/2024  6:49:51 PM Chg.-0.007 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.209EUR -3.24% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 42.50 USD 6/20/2025 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: 6/20/2025
Issue date: 11/14/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.34
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.22
Time value: 0.21
Break-even: 41.28
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.95%
Delta: 0.47
Theta: -0.01
Omega: 8.23
Rho: 0.14
 

Quote data

Open: 0.211
High: 0.211
Low: 0.209
Previous Close: 0.216
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.36%
1 Month
  -19.62%
3 Months
  -9.13%
YTD  
+36.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.216 0.164
1M High / 1M Low: 0.310 0.164
6M High / 6M Low: 0.370 0.164
High (YTD): 1/30/2024 0.370
Low (YTD): 7/23/2024 0.164
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   295.276
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.22%
Volatility 6M:   131.00%
Volatility 1Y:   -
Volatility 3Y:   -