Morgan Stanley Call 430 VRTX 20.09.2024
/ DE000ME4N3E8
Morgan Stanley Call 430 VRTX 20.0.../ DE000ME4N3E8 /
| 2024-07-30 8:34:00 PM |
Chg.+0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+2.74% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
430.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4N3E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 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: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.63 |
| Time value: |
0.11 |
| Break-even: |
471.44 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.82 |
| Theta: |
-0.24 |
| Omega: |
5.11 |
| Rho: |
0.43 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
+349.10% |
| YTD |
|
|
+92.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.670 |
| 1M High / 1M Low: |
0.730 |
0.510 |
| 6M High / 6M Low: |
0.730 |
0.167 |
| High (YTD): |
2024-07-29 |
0.730 |
| Low (YTD): |
2024-04-30 |
0.167 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.62% |
| Volatility 6M: |
|
133.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
