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Morgan Stanley Call 460 VRTX 20.0.../  DE000ME58FF8  /

Stuttgart
2024-07-30  10:21:35 AM Chg.+0.040 Bid11:49:18 AM Ask11:49:18 AM Underlying Strike price Expiration date Option type
0.510EUR +8.51% 0.520
Bid Size: 5,000		 0.530
Ask Size: 5,000		 Vertex Pharmaceutica... 460.00 USD 2024-09-20 Call
 

Master data

WKN: ME58FF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-13
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.40
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.35
Implied volatility: 0.39
Historic volatility: 0.21
Parity: 0.35
Time value: 0.14
Break-even: 474.17
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.74
Theta: -0.24
Omega: 6.96
Rho: 0.42
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.87%
1 Month  
+45.71%
3 Months  
+404.95%
YTD  
+82.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.480 0.310
6M High / 6M Low: 0.480 0.101
High (YTD): 2024-07-26 0.480
Low (YTD): 2024-04-30 0.101
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.41%
Volatility 6M:   153.51%
Volatility 1Y:   -
Volatility 3Y:   -