Morgan Stanley Call 440 VRTX 20.09.2024
/ DE000ME4N3F5
Morgan Stanley Call 440 VRTX 20.0.../ DE000ME4N3F5 /
| 2024-07-05 8:07:54 PM |
Chg.+0.020 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+4.44% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4N3F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.32 |
| Time value: |
0.16 |
| Break-even: |
453.92 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.72 |
| Theta: |
-0.18 |
| Omega: |
6.61 |
| Rho: |
0.56 |
Quote data
| Open: |
0.460 |
| High: |
0.470 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
-21.67% |
| 3 Months |
|
|
+135.00% |
| YTD |
|
|
+34.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
0.590 |
0.430 |
| 6M High / 6M Low: |
0.600 |
0.140 |
| High (YTD): |
2024-06-07 |
0.600 |
| Low (YTD): |
2024-04-30 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.31% |
| Volatility 6M: |
|
141.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
