Morgan Stanley Put 100 SNW 20.09.2024
/ DE000ME1AW86
Morgan Stanley Put 100 SNW 20.09..../ DE000ME1AW86 /
8/16/2024 6:15:48 PM |
Chg.-0.16 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.74EUR |
-5.52% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
100.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
ME1AW8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/28/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-32.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.00 |
Intrinsic value: |
2.05 |
Implied volatility: |
0.17 |
Historic volatility: |
0.25 |
Parity: |
2.05 |
Time value: |
0.94 |
Break-even: |
97.01 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.19 |
Spread %: |
6.79% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-20.37 |
Rho: |
-0.06 |
Quote data
Open: |
2.79 |
High: |
2.79 |
Low: |
2.74 |
Previous Close: |
2.90 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.92% |
1 Month |
|
|
-55.08% |
3 Months |
|
|
-57.52% |
YTD |
|
|
-59.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.30 |
2.90 |
1M High / 1M Low: |
6.10 |
2.90 |
6M High / 6M Low: |
8.44 |
2.90 |
High (YTD): |
4/18/2024 |
8.44 |
Low (YTD): |
8/15/2024 |
2.90 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.25% |
Volatility 6M: |
|
109.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |