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: |
|
- |
