Morgan Stanley Call 52 VZ 20.06.2025
/ DE000ME3PJQ8
Morgan Stanley Call 52 VZ 20.06.2.../ DE000ME3PJQ8 /
| 8/29/2024 2:24:13 PM |
Chg.+0.002 |
Bid4:38:20 PM |
Ask4:38:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
+4.88% |
0.039
Bid Size: 250,000 |
0.042
Ask Size: 250,000 |
Verizon Communicatio... |
52.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
ME3PJQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-0.94 |
| Time value: |
0.04 |
| Break-even: |
47.18 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
7.32% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
12.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
-18.87% |
| 3 Months |
|
|
-6.52% |
| YTD |
|
|
-14.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.041 |
| 1M High / 1M Low: |
0.067 |
0.038 |
| 6M High / 6M Low: |
0.106 |
0.038 |
| High (YTD): |
2/2/2024 |
0.108 |
| Low (YTD): |
8/15/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.94% |
| Volatility 6M: |
|
151.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
