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Morgan Stanley Call 420 VRTX 20.0.../  DE000ME4N3B4  /

Stuttgart
2024-07-31  9:21:16 AM Chg.+0.030 Bid11:03:03 AM Ask11:03:03 AM Underlying Strike price Expiration date Option type
0.870EUR +3.57% 0.880
Bid Size: 5,000		 0.890
Ask Size: 5,000		 Vertex Pharmaceutica... 420.00 USD 2024-09-20 Call
 

Master data

WKN: ME4N3B
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.34
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.76
Implied volatility: 0.55
Historic volatility: 0.21
Parity: 0.76
Time value: 0.11
Break-even: 475.33
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.84
Theta: -0.26
Omega: 4.50
Rho: 0.43
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month  
+33.85%
3 Months  
+335.00%
YTD  
+97.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.750
1M High / 1M Low: 0.840 0.590
6M High / 6M Low: 0.840 0.200
High (YTD): 2024-07-30 0.840
Low (YTD): 2024-04-30 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   0.482
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.56%
Volatility 6M:   121.95%
Volatility 1Y:   -
Volatility 3Y:   -