Morgan Stanley Call 97.5 SNW 20.09.2024
/ DE000ME2BJP2
Morgan Stanley Call 97.5 SNW 20.0.../ DE000ME2BJP2 /
| 8/16/2024 6:50:27 PM |
Chg.+0.14 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
+4.76% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
97.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
ME2BJP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
34.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.25 |
| Parity: |
0.45 |
| Time value: |
2.42 |
| Break-even: |
100.37 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
-0.09 |
| Spread %: |
-3.04% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
19.22 |
| Rho: |
0.05 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
2.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.23% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+103.97% |
| YTD |
|
|
+44.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.08 |
| 1M High / 1M Low: |
3.29 |
1.54 |
| 6M High / 6M Low: |
3.29 |
0.84 |
| High (YTD): |
1/12/2024 |
3.48 |
| Low (YTD): |
4/18/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.00% |
| Volatility 6M: |
|
224.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
