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Morgan Stanley Call 480 VRTX 20.0.../  DE000ME4N3L3  /

Stuttgart
30/07/2024  09:21:49 Chg.+0.010 Bid10:15:45 Ask10:15:45 Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.370
Bid Size: 5,000		 0.380
Ask Size: 5,000		 Vertex Pharmaceutica... 480.00 USD 20/09/2024 Call
 

Master data

WKN: ME4N3L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 20/09/2024
Issue date: 05/12/2023
Last trading day: 20/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.16
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.17
Implied volatility: 0.36
Historic volatility: 0.21
Parity: 0.17
Time value: 0.18
Break-even: 478.66
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.65
Theta: -0.25
Omega: 8.53
Rho: 0.38
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month  
+46.44%
3 Months  
+354.55%
YTD  
+59.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.350 0.203
6M High / 6M Low: 0.350 0.077
High (YTD): 26/07/2024 0.350
Low (YTD): 30/04/2024 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.06%
Volatility 6M:   164.75%
Volatility 1Y:   -
Volatility 3Y:   -