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: |
|
- |
