Morgan Stanley Call 102.5 SNW 20.09.2024
/ DE000ME2BJQ0
Morgan Stanley Call 102.5 SNW 20..../ DE000ME2BJQ0 /
| 16/08/2024 18:50:27 |
Chg.+0.11 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+11.83% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
102.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME2BJQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
106.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.25 |
| Parity: |
-4.55 |
| Time value: |
0.92 |
| Break-even: |
103.42 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.08% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
27.58 |
| Rho: |
0.02 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.04 |
| Previous Close: |
0.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+35.06% |
| YTD |
|
|
-25.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.94 |
0.70 |
| 1M High / 1M Low: |
1.65 |
0.68 |
| 6M High / 6M Low: |
1.65 |
0.42 |
| High (YTD): |
12/01/2024 |
2.46 |
| Low (YTD): |
19/06/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.48% |
| Volatility 6M: |
|
232.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
