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Morgan Stanley Call 520 VRTX 20.0.../  DE000ME4N3M1  /

Stuttgart
8/14/2024  3:45:33 PM Chg.-0.002 Bid6:18:28 PM Ask6:18:28 PM Underlying Strike price Expiration date Option type
0.039EUR -4.88% 0.040
Bid Size: 150,000		 0.055
Ask Size: 150,000		 Vertex Pharmaceutica... 520.00 USD 9/20/2024 Call
 

Master data

WKN: ME4N3M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 75.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.21
Parity: -0.48
Time value: 0.06
Break-even: 478.50
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.20
Spread abs.: 0.02
Spread %: 36.59%
Delta: 0.21
Theta: -0.20
Omega: 15.86
Rho: 0.08
 

Quote data

Open: 0.041
High: 0.041
Low: 0.039
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.42%
1 Month
  -69.77%
3 Months
  -39.06%
YTD
  -73.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.040
1M High / 1M Low: 0.194 0.040
6M High / 6M Low: 0.194 0.040
High (YTD): 8/1/2024 0.194
Low (YTD): 8/12/2024 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.17%
Volatility 6M:   171.47%
Volatility 1Y:   -
Volatility 3Y:   -