Morgan Stanley Call 20.5 VBK 20.09.2024
/ DE000ME76RB4
Morgan Stanley Call 20.5 VBK 20.0.../ DE000ME76RB4 /
| 6/4/2024 12:18:38 PM |
Chg.-0.100 |
Bid1:13:34 PM |
Ask1:13:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-19.23% |
0.440
Bid Size: 40,000 |
0.480
Ask Size: 40,000 |
VERBIO SE INH O.N. |
20.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME76RB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/19/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.54 |
| Parity: |
0.25 |
| Time value: |
0.31 |
| Break-even: |
26.10 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.400 |
| 1M High / 1M Low: |
0.520 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
