Morgan Stanley Call 96 SNW 20.09.2024
/ DE000ME3VHY4
Morgan Stanley Call 96 SNW 20.09..../ DE000ME3VHY4 /
2024-08-16 9:22:29 PM |
Chg.+0.12 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.88EUR |
+3.19% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
96.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
ME3VHY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
26.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.29 |
Intrinsic value: |
1.95 |
Implied volatility: |
0.20 |
Historic volatility: |
0.25 |
Parity: |
1.95 |
Time value: |
1.75 |
Break-even: |
99.70 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.20 |
Spread abs.: |
-0.11 |
Spread %: |
-2.89% |
Delta: |
0.66 |
Theta: |
-0.04 |
Omega: |
17.46 |
Rho: |
0.06 |
Quote data
Open: |
3.90 |
High: |
3.93 |
Low: |
3.88 |
Previous Close: |
3.76 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.05% |
1 Month |
|
|
+105.29% |
3 Months |
|
|
+114.36% |
YTD |
|
|
+60.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.76 |
2.60 |
1M High / 1M Low: |
3.82 |
1.89 |
6M High / 6M Low: |
3.82 |
0.98 |
High (YTD): |
2024-01-12 |
3.83 |
Low (YTD): |
2024-06-14 |
0.98 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.87 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
282.92% |
Volatility 6M: |
|
241.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |