Morgan Stanley Call 91 SNW 20.12.2024
/ DE000MB313Z8
Morgan Stanley Call 91 SNW 20.12..../ DE000MB313Z8 /
| 10/18/2024 8:43:57 PM |
Chg.-0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-1.71% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
91.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
MB313Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
91.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/31/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.98 |
| Time value: |
0.18 |
| Break-even: |
102.60 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
7.14 |
| Rho: |
0.12 |
Quote data
| Open: |
0.99 |
| High: |
1.15 |
| Low: |
0.99 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.77% |
| 1 Month |
|
|
-16.06% |
| 3 Months |
|
|
+51.32% |
| YTD |
|
|
+59.72% |
| 1 Year |
|
|
-21.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.09 |
| 1M High / 1M Low: |
1.43 |
1.09 |
| 6M High / 6M Low: |
1.66 |
0.44 |
| High (YTD): |
9/9/2024 |
1.66 |
| Low (YTD): |
4/18/2024 |
0.36 |
| 52W High: |
10/27/2023 |
1.67 |
| 52W Low: |
4/18/2024 |
0.36 |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.41% |
| Volatility 6M: |
|
145.16% |
| Volatility 1Y: |
|
146.88% |
| Volatility 3Y: |
|
- |
