OverviewChartNewsTraderScreen

Morgan Stanley Call 160 VLO 21.06.../  DE000MD9TR29  /

EUWAX
2024-05-28  9:49:47 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% -
Bid Size: -		 -
Ask Size: -		 Valero Energy Corpor... 160.00 - 2024-06-21 Call
 

Master data

WKN: MD9TR2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Valero Energy Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.25
Parity: -1.05
Time value: 0.58
Break-even: 165.80
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 3.81
Spread abs.: 0.06
Spread %: 11.54%
Delta: 0.38
Theta: -0.20
Omega: 9.68
Rho: 0.03
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -54.05%
3 Months  
+59.38%
YTD  
+112.50%
1 Year  
+13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.490
1M High / 1M Low: 1.110 0.280
6M High / 6M Low: 2.540 0.146
High (YTD): 2024-04-05 2.540
Low (YTD): 2024-01-18 0.146
52W High: 2024-04-05 2.540
52W Low: 2024-01-18 0.146
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   0.000
Avg. price 1Y:   0.575
Avg. volume 1Y:   .781
Volatility 1M:   413.81%
Volatility 6M:   278.15%
Volatility 1Y:   226.75%
Volatility 3Y:   -