Morgan Stanley Call 116 SNW 20.09.../  DE000ME2AWL6  /

Stuttgart
8/16/2024  6:50:19 PM Chg.+0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.011EUR +83.33% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 116.00 EUR 9/20/2024 Call
 

Master data

WKN: ME2AWL
Issuer: Morgan Stanley
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 116.00 EUR
Maturity: 9/20/2024
Issue date: 10/20/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 244.88
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -1.81
Time value: 0.04
Break-even: 116.40
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 5.05
Spread abs.: 0.04
Spread %: 700.00%
Delta: 0.08
Theta: -0.02
Omega: 20.09
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -38.89%
3 Months
  -47.62%
YTD
  -88.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.006
1M High / 1M Low: 0.022 0.006
6M High / 6M Low: 0.064 0.006
High (YTD): 1/12/2024 0.152
Low (YTD): 8/15/2024 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   423.25%
Volatility 6M:   252.54%
Volatility 1Y:   -
Volatility 3Y:   -