Morgan Stanley Call 390 VX1 21.06.2024
/ DE000ME4N360
Morgan Stanley Call 390 VX1 21.06.../ DE000ME4N360 /
| 2024-05-27 8:46:41 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
390.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME4N36 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-05-28 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
1.56 |
| Historic volatility: |
0.21 |
| Parity: |
0.59 |
| Time value: |
0.12 |
| Break-even: |
461.00 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
3.92 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.79 |
| Theta: |
-2.17 |
| Omega: |
5.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.660 |
| High: |
0.690 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.00% |
| 3 Months |
|
|
+86.49% |
| YTD |
|
|
+40.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.690 |
0.500 |
| 6M High / 6M Low: |
0.690 |
0.205 |
| High (YTD): |
2024-05-27 |
0.690 |
| Low (YTD): |
2024-04-30 |
0.205 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.08% |
| Volatility 6M: |
|
131.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
