Morgan Stanley Call 400 VRTX 21.03.2025
/ DE000MG103A1
Morgan Stanley Call 400 VRTX 21.0.../ DE000MG103A1 /
| 1/23/2025 6:59:25 PM |
Chg.- |
Bid10:31:41 AM |
Ask10:31:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
- |
0.480
Bid Size: 6,250 |
0.500
Ask Size: 7,500 |
Vertex Pharmaceutica... |
400.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG103A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.14 |
| Break-even: |
436.03 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.75 |
| Theta: |
-0.23 |
| Omega: |
6.05 |
| Rho: |
0.40 |
Quote data
| Open: |
0.410 |
| High: |
0.460 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
+70.37% |
| 3 Months |
|
|
-49.45% |
| YTD |
|
|
+48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.260 |
| 6M High / 6M Low: |
1.280 |
0.260 |
| High (YTD): |
1/23/2025 |
0.460 |
| Low (YTD): |
1/6/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.841 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.46% |
| Volatility 6M: |
|
136.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |