Morgan Stanley Call 520 VRTX 20.09.2024
/ DE000ME4N3M1
Morgan Stanley Call 520 VRTX 20.0.../ DE000ME4N3M1 /
9/17/2024 9:28:03 AM |
Chg.+0.001 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+5.00% |
0.021 Bid Size: 5,000 |
- Ask Size: - |
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: |
219.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.21 |
Parity: |
-0.27 |
Time value: |
0.02 |
Break-even: |
469.24 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.15 |
Theta: |
-1.01 |
Omega: |
34.05 |
Rho: |
0.01 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-47.50% |
3 Months |
|
|
-83.20% |
YTD |
|
|
-85.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.020 |
1M High / 1M Low: |
0.049 |
0.019 |
6M High / 6M Low: |
0.194 |
0.019 |
High (YTD): |
8/1/2024 |
0.194 |
Low (YTD): |
9/9/2024 |
0.019 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.65% |
Volatility 6M: |
|
178.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |