Morgan Stanley Call 77.5 SNW 20.09.2024
/ DE000ME2J0P8
Morgan Stanley Call 77.5 SNW 20.0.../ DE000ME2J0P8 /
16/08/2024 20:47:00 |
Chg.+0.06 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
9.91EUR |
+0.61% |
- Bid Size: - |
- 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: |
9.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
20.72 |
Intrinsic value: |
20.45 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
20.45 |
Time value: |
-10.56 |
Break-even: |
87.39 |
Moneyness: |
1.26 |
Premium: |
-0.11 |
Premium p.a.: |
-0.70 |
Spread abs.: |
0.03 |
Spread %: |
0.30% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
9.94 |
High: |
9.94 |
Low: |
9.91 |
Previous Close: |
9.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.80% |
1 Month |
|
|
+14.43% |
3 Months |
|
|
+24.03% |
YTD |
|
|
+42.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.85 |
9.61 |
1M High / 1M Low: |
9.85 |
8.56 |
6M High / 6M Low: |
9.85 |
5.72 |
High (YTD): |
15/08/2024 |
9.85 |
Low (YTD): |
14/02/2024 |
5.71 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.44% |
Volatility 6M: |
|
58.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |