Morgan Stanley Call 99 SNW 20.09.2024
/ DE000ME3VHZ1
Morgan Stanley Call 99 SNW 20.09..../ DE000ME3VHZ1 /
| 16/08/2024 21:22:29 |
Chg.+0.12 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+5.53% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
99.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME3VHZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
99.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
45.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.25 |
| Parity: |
-1.05 |
| Time value: |
2.13 |
| Break-even: |
101.13 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
-0.07 |
| Spread %: |
-3.18% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
21.47 |
| Rho: |
0.04 |
Quote data
| Open: |
2.27 |
| High: |
2.33 |
| Low: |
2.27 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.93% |
| 1 Month |
|
|
+89.26% |
| 3 Months |
|
|
+87.70% |
| YTD |
|
|
+21.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.44 |
| 1M High / 1M Low: |
2.83 |
1.21 |
| 6M High / 6M Low: |
2.83 |
0.62 |
| High (YTD): |
12/01/2024 |
3.16 |
| Low (YTD): |
14/06/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.08% |
| Volatility 6M: |
|
266.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
