Morgan Stanley Call 77.5 SNW 20.09.2024
/ DE000ME2J0P8
Morgan Stanley Call 77.5 SNW 20.0.../ DE000ME2J0P8 /
| 17/07/2024 20:13:52 |
Chg.-0.10 |
Bid21:08:51 |
Ask21:08:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.56EUR |
-1.15% |
8.61
Bid Size: 200 |
-
Ask Size: - |
SANOFI SA INHABER ... |
77.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME2J0P |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.10 |
| Intrinsic value: |
14.42 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
14.42 |
| Time value: |
-5.73 |
| Break-even: |
86.19 |
| Moneyness: |
1.19 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.12% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.70 |
| High: |
8.70 |
| Low: |
8.46 |
| Previous Close: |
8.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.57% |
| 1 Month |
|
|
+16.78% |
| 3 Months |
|
|
+41.72% |
| YTD |
|
|
+23.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.97 |
8.66 |
| 1M High / 1M Low: |
8.97 |
7.24 |
| 6M High / 6M Low: |
8.97 |
5.71 |
| High (YTD): |
10/07/2024 |
8.97 |
| Low (YTD): |
14/02/2024 |
5.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.19% |
| Volatility 6M: |
|
61.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
