Morgan Stanley Call 92.5 SNW 20.09.2024
/ DE000ME2BJM9
Morgan Stanley Call 92.5 SNW 20.0.../ DE000ME2BJM9 /
16/08/2024 18:50:27 |
Chg.+0.16 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
6.08EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
92.50 EUR |
20/09/2024 |
Call |
Master data
WKN: |
ME2BJM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
20/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
16.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.69 |
Intrinsic value: |
5.45 |
Implied volatility: |
0.12 |
Historic volatility: |
0.25 |
Parity: |
5.45 |
Time value: |
0.39 |
Break-even: |
98.34 |
Moneyness: |
1.06 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
-0.11 |
Spread %: |
-1.85% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
15.99 |
Rho: |
0.08 |
Quote data
Open: |
6.10 |
High: |
6.10 |
Low: |
6.08 |
Previous Close: |
5.92 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.08% |
1 Month |
|
|
+98.05% |
3 Months |
|
|
+126.87% |
YTD |
|
|
+93.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.08 |
4.57 |
1M High / 1M Low: |
6.08 |
3.07 |
6M High / 6M Low: |
6.08 |
1.46 |
High (YTD): |
16/08/2024 |
6.08 |
Low (YTD): |
18/04/2024 |
1.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.35% |
Volatility 6M: |
|
182.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |