Morgan Stanley Call 400 VRTX 21.06.2024
/ DE000ME4N386
Morgan Stanley Call 400 VRTX 21.0.../ DE000ME4N386 /
| 2024-05-23 8:33:52 PM |
Chg.+0.020 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4N38 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.44 |
| Time value: |
0.07 |
| Break-even: |
420.51 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.82 |
| Theta: |
-0.29 |
| Omega: |
6.63 |
| Rho: |
0.23 |
Quote data
| Open: |
0.470 |
| High: |
0.520 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.83% |
| 1 Month |
|
|
+131.11% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
+20.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.410 |
| 1M High / 1M Low: |
0.500 |
0.155 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
0.610 |
| Low (YTD): |
2024-04-30 |
0.155 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
