Morgan Stanley Call 440 VRTX 21.06.2024
/ DE000ME4N3G3
Morgan Stanley Call 440 VRTX 21.0.../ DE000ME4N3G3 /
| 2024-05-28 9:09:03 AM |
Chg.0.000 |
Bid7:25:11 PM |
Ask7:25:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.161
Bid Size: 150,000 |
0.171
Ask Size: 150,000 |
Vertex Pharmaceutica... |
440.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4N3G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
0.11 |
| Break-even: |
432.11 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.67 |
| Theta: |
-0.36 |
| Omega: |
10.40 |
| Rho: |
0.17 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+309.84% |
| 3 Months |
|
|
+8.23% |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.150 |
| 1M High / 1M Low: |
0.250 |
0.053 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
0.370 |
| Low (YTD): |
2024-04-30 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.197 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
