Morgan Stanley Call 72.5 SNW 20.09.2024
/ DE000ME2RR18
Morgan Stanley Call 72.5 SNW 20.0.../ DE000ME2RR18 /
| 17/07/2024 21:13:08 |
Chg.- |
Bid08:12:47 |
Ask08:12:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.41EUR |
- |
9.37
Bid Size: 200 |
-
Ask Size: - |
SANOFI SA INHABER ... |
72.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME2RR1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
30/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.91 |
| Intrinsic value: |
19.42 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
19.42 |
| Time value: |
-9.94 |
| Break-even: |
81.98 |
| Moneyness: |
1.27 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
0.32% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.44 |
| High: |
9.44 |
| Low: |
9.41 |
| Previous Close: |
9.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.36% |
| 1 Month |
|
|
+7.30% |
| 3 Months |
|
|
+30.88% |
| YTD |
|
|
+17.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.57 |
9.41 |
| 1M High / 1M Low: |
9.57 |
8.56 |
| 6M High / 6M Low: |
9.57 |
7.14 |
| High (YTD): |
12/07/2024 |
9.57 |
| Low (YTD): |
14/02/2024 |
7.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.08% |
| Volatility 6M: |
|
36.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
