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Morgan Stanley Call 109 SNW 20.09.../  DE000ME2CBP7  /

Stuttgart
2024-08-16  6:51:53 PM Chg.+0.006 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.025EUR +31.58% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 109.00 EUR 2024-09-20 Call
 

Master data

WKN: ME2CBP
Issuer: Morgan Stanley
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 109.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 244.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -1.11
Time value: 0.04
Break-even: 109.40
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 2.17
Spread abs.: 0.02
Spread %: 135.29%
Delta: 0.11
Theta: -0.02
Omega: 26.51
Rho: 0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.025
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -21.88%
3 Months
  -39.02%
YTD
  -81.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.019
1M High / 1M Low: 0.060 0.019
6M High / 6M Low: 0.091 0.019
High (YTD): 2024-01-11 0.238
Low (YTD): 2024-08-15 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.27%
Volatility 6M:   217.25%
Volatility 1Y:   -
Volatility 3Y:   -