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Morgan Stanley Call 155 VLO 21.06.../  DE000MD9TR11  /

EUWAX
2024-06-07  8:57:39 PM Chg.-0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% -
Bid Size: -		 -
Ask Size: -		 Valero Energy Corpor... 155.00 - 2024-06-21 Call
 

Master data

WKN: MD9TR1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Valero Energy Corporation
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.25
Parity: -1.20
Time value: 0.30
Break-even: 158.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 15.55
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.28
Theta: -0.24
Omega: 13.58
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.360
Low: 0.340
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.61%
1 Month
  -51.43%
3 Months
  -52.78%
YTD  
+6.25%
1 Year
  -24.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.310
1M High / 1M Low: 1.080 0.300
6M High / 6M Low: 2.900 0.196
High (YTD): 2024-04-05 2.900
Low (YTD): 2024-01-18 0.196
52W High: 2024-04-05 2.900
52W Low: 2024-01-18 0.196
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.613
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   375.806
Avg. price 1Y:   0.712
Avg. volume 1Y:   182.745
Volatility 1M:   483.53%
Volatility 6M:   288.10%
Volatility 1Y:   230.45%
Volatility 3Y:   -