OverviewChartNewsTraderScreen

Morgan Stanley Call 37 VZ 20.09.2.../  DE000ME173N9  /

Stuttgart
2024-06-21  5:12:28 PM Chg.-0.030 Bid7:05:23 PM Ask7:05:23 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% 0.330
Bid Size: 250,000		 0.340
Ask Size: 250,000		 Verizon Communicatio... 37.00 USD 2024-09-20 Call
 

Master data

WKN: ME173N
Issuer: Morgan Stanley
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.16
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.30
Implied volatility: 0.21
Historic volatility: 0.22
Parity: 0.30
Time value: 0.07
Break-even: 38.26
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.83
Theta: -0.01
Omega: 8.44
Rho: 0.07
 

Quote data

Open: 0.360
High: 0.360
Low: 0.340
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -5.56%
3 Months
  -15.00%
YTD  
+41.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.460 0.280
6M High / 6M Low: 0.600 0.231
High (YTD): 2024-02-01 0.600
Low (YTD): 2024-05-29 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.95%
Volatility 6M:   146.86%
Volatility 1Y:   -
Volatility 3Y:   -