Morgan Stanley Call 375 VRTX 20.06.2025
/ DE000MJ77H89
Morgan Stanley Call 375 VRTX 20.0.../ DE000MJ77H89 /
| 24/01/2025 15:16:04 |
Chg.-0.020 |
Bid19:25:48 |
Ask19:25:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
0.820
Bid Size: 50,000 |
0.830
Ask Size: 50,000 |
Vertex Pharmaceutica... |
375.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
MJ77H8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
0.62 |
| Time value: |
0.22 |
| Break-even: |
444.03 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
3.89 |
| Rho: |
0.98 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.59% |
| 1 Month |
|
|
+40.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
+37.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.680 |
| 1M High / 1M Low: |
0.820 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
0.820 |
| Low (YTD): |
06/01/2025 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |