Morgan Stanley Call 95 SNW 20.09.2024
/ DE000ME2BJN7
Morgan Stanley Call 95 SNW 20.09..../ DE000ME2BJN7 /
8/16/2024 6:50:27 PM |
Chg.+0.15 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.53EUR |
+3.42% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
95.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
ME2BJN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/20/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
22.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.92 |
Intrinsic value: |
2.95 |
Implied volatility: |
0.19 |
Historic volatility: |
0.25 |
Parity: |
2.95 |
Time value: |
1.34 |
Break-even: |
99.29 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
-0.13 |
Spread %: |
-2.94% |
Delta: |
0.73 |
Theta: |
-0.03 |
Omega: |
16.58 |
Rho: |
0.06 |
Quote data
Open: |
4.53 |
High: |
4.53 |
Low: |
4.53 |
Previous Close: |
4.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.14% |
1 Month |
|
|
+103.14% |
3 Months |
|
|
+127.64% |
YTD |
|
|
+74.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.53 |
3.23 |
1M High / 1M Low: |
4.53 |
2.23 |
6M High / 6M Low: |
4.53 |
1.10 |
High (YTD): |
8/16/2024 |
4.53 |
Low (YTD): |
4/18/2024 |
1.10 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.21% |
Volatility 6M: |
|
207.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |