Morgan Stanley Call 90 SNW 20.09.2024
/ DE000ME1A8K2
Morgan Stanley Call 90 SNW 20.09..../ DE000ME1A8K2 /
| 7/17/2024 8:51:54 PM |
Chg.+0.06 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
+1.49% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
90.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME1A8K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
22.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.25 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
1.92 |
| Time value: |
2.11 |
| Break-even: |
94.03 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
15.11 |
| Rho: |
0.10 |
Quote data
| Open: |
4.03 |
| High: |
4.14 |
| Low: |
4.03 |
| Previous Close: |
4.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.41% |
| 1 Month |
|
|
+46.76% |
| 3 Months |
|
|
+82.14% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.19 |
4.02 |
| 1M High / 1M Low: |
5.19 |
2.43 |
| 6M High / 6M Low: |
5.19 |
1.95 |
| High (YTD): |
1/12/2024 |
5.38 |
| Low (YTD): |
4/18/2024 |
1.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.21% |
| Volatility 6M: |
|
165.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
