Morgan Stanley Call 460 VX1 20.09.2024
/ DE000ME58FF8
Morgan Stanley Call 460 VX1 20.09.../ DE000ME58FF8 /
| 8/30/2024 8:51:19 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
460.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME58FF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/13/2023 |
| Last trading day: |
9/2/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
0.39 |
| Break-even: |
499.00 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
32.56 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.47 |
| Theta: |
-1.68 |
| Omega: |
5.25 |
| Rho: |
0.07 |
Quote data
| Open: |
0.360 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
+15.15% |
| 3 Months |
|
|
-15.56% |
| YTD |
|
|
+35.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.350 |
| 1M High / 1M Low: |
0.380 |
0.192 |
| 6M High / 6M Low: |
0.580 |
0.101 |
| High (YTD): |
8/1/2024 |
0.580 |
| Low (YTD): |
4/30/2024 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.365 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.96% |
| Volatility 6M: |
|
167.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
