Morgan Stanley Call 420 VX1 21.06.2024
/ DE000ME4N3C2
Morgan Stanley Call 420 VX1 21.06.../ DE000ME4N3C2 /
| 31/05/2024 20:31:38 |
Chg.- |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VERTEX PHARMAC. D... |
420.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
ME4N3C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.21 |
| Parity: |
0.29 |
| Time value: |
0.10 |
| Break-even: |
459.00 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
2.78 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.73 |
| Theta: |
-1.54 |
| Omega: |
8.41 |
| Rho: |
0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.340 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.00% |
| 3 Months |
|
|
+59.62% |
| YTD |
|
|
+3.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.420 |
0.250 |
| 6M High / 6M Low: |
0.480 |
0.087 |
| High (YTD): |
22/01/2024 |
0.480 |
| Low (YTD): |
30/04/2024 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.93% |
| Volatility 6M: |
|
191.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
