Morgan Stanley Call 450 VRTX 21.06.2024
/ DE000ME4N3H1
Morgan Stanley Call 450 VRTX 21.0.../ DE000ME4N3H1 /
| 2024-05-23 8:33:53 PM |
Chg.+0.011 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
+9.48% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
450.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4N3H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 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: |
32.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.02 |
| Time value: |
0.13 |
| Break-even: |
428.40 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
8.55% |
| Delta: |
0.50 |
| Theta: |
-0.25 |
| Omega: |
16.39 |
| Rho: |
0.16 |
Quote data
| Open: |
0.100 |
| High: |
0.127 |
| Low: |
0.100 |
| Previous Close: |
0.116 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.88% |
| 1 Month |
|
|
+101.59% |
| 3 Months |
|
|
-38.65% |
| YTD |
|
|
-38.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.082 |
| 1M High / 1M Low: |
0.116 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
0.320 |
| Low (YTD): |
2024-04-30 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
