Morgan Stanley Call 900 REGN 18.0.../  DE000MJ3UL17  /

Stuttgart
2024-10-31  8:13:20 PM Chg.-0.51 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.32EUR -27.87% -
Bid Size: -
-
Ask Size: -
Regeneron Pharmaceut... 900.00 USD 2026-06-18 Call
 

Master data

WKN: MJ3UL1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 900.00 USD
Maturity: 2026-06-18
Issue date: 2024-10-28
Last trading day: 2026-06-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.21
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 0.21
Time value: 1.64
Break-even: 1,013.86
Moneyness: 1.03
Premium: 0.19
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.21%
Delta: 0.65
Theta: -0.16
Omega: 3.01
Rho: 6.05
 

Quote data

Open: 1.63
High: 1.63
Low: 1.32
Previous Close: 1.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

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Volatility 1M:   -
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Volatility 3Y:   -