Morgan Stanley Call 37 VZ 20.09.2024
/ DE000ME173N9
Morgan Stanley Call 37 VZ 20.09.2.../ DE000ME173N9 /
2024-06-20 5:35:36 PM |
Chg.- |
Bid8:51:53 AM |
Ask8:51:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
- |
0.360 Bid Size: 10,000 |
0.370 Ask Size: 10,000 |
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: |
0.350 |
High: |
0.370 |
Low: |
0.350 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.63% |
1 Month |
|
|
+2.78% |
3 Months |
|
|
-7.50% |
YTD |
|
|
+54.17% |
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: |
|
- |