Morgan Stanley Call 460 VRTX 21.06.2024
/ DE000ME58FG6
Morgan Stanley Call 460 VRTX 21.0.../ DE000ME58FG6 /
| 2024-05-22 4:58:34 PM |
Chg.+0.004 |
Bid5:57:21 PM |
Ask5:57:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+5.97% |
0.076
Bid Size: 150,000 |
0.086
Ask Size: 150,000 |
Vertex Pharmaceutica... |
460.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME58FG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.17 |
| Time value: |
0.07 |
| Break-even: |
430.61 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
0.33 |
| Theta: |
-0.21 |
| Omega: |
20.03 |
| Rho: |
0.11 |
Quote data
| Open: |
0.060 |
| High: |
0.071 |
| Low: |
0.060 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.79% |
| 1 Month |
|
|
+26.79% |
| 3 Months |
|
|
-59.66% |
| YTD |
|
|
-60.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.056 |
| 1M High / 1M Low: |
0.076 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.280 |
| Low (YTD): |
2024-05-07 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
