Morgan Stanley Call 370 VX1 21.06.2024
/ DE000ME4N329
Morgan Stanley Call 370 VX1 21.06.../ DE000ME4N329 /
| 2024-05-20 8:33:07 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
370.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME4N32 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-05-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.21 |
| Parity: |
0.51 |
| Time value: |
0.25 |
| Break-even: |
446.00 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.72 |
| Theta: |
-0.88 |
| Omega: |
4.01 |
| Rho: |
0.15 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.750 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+105.41% |
| 3 Months |
|
|
+13.43% |
| YTD |
|
|
+22.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.760 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
0.830 |
| Low (YTD): |
2024-04-30 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
