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

EUWAX
2024-05-28  9:49:36 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.810EUR -1.22% -
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: 16.99
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.25
Parity: -0.55
Time value: 0.88
Break-even: 163.80
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 3.00
Spread abs.: 0.06
Spread %: 7.32%
Delta: 0.46
Theta: -0.23
Omega: 7.89
Rho: 0.04
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.96%
1 Month
  -44.14%
3 Months  
+118.92%
YTD  
+153.13%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.790
1M High / 1M Low: 1.430 0.480
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:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   375.806
Avg. price 1Y:   0.713
Avg. volume 1Y:   182.745
Volatility 1M:   339.56%
Volatility 6M:   246.61%
Volatility 1Y:   205.80%
Volatility 3Y:   -