Morgan Stanley Call 1000 REGN 20.12.2024
/ DE000ME54Z97
Morgan Stanley Call 1000 REGN 20..../ DE000ME54Z97 /
04/06/2024 14:19:18 |
Chg.-0.11 |
Bid16:10:31 |
Ask16:10:31 |
Underlying |
Strike price |
Expiration date |
Option type |
3.79EUR |
-2.82% |
4.04 Bid Size: 20,000 |
4.23 Ask Size: 20,000 |
Regeneron Pharmaceut... |
1,000.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME54Z9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
12/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
22.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.18 |
Parity: |
-0.96 |
Time value: |
4.00 |
Break-even: |
956.82 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.19 |
Spread %: |
4.99% |
Delta: |
0.56 |
Theta: |
-0.14 |
Omega: |
12.67 |
Rho: |
2.55 |
Quote data
Open: |
3.78 |
High: |
3.79 |
Low: |
3.78 |
Previous Close: |
3.90 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.13% |
1 Month |
|
|
+16.62% |
3 Months |
|
|
-3.32% |
YTD |
|
|
+37.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.90 |
3.26 |
1M High / 1M Low: |
3.92 |
3.25 |
6M High / 6M Low: |
- |
- |
High (YTD): |
22/02/2024 |
4.71 |
Low (YTD): |
26/04/2024 |
2.10 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.45 |
Avg. volume 1W: |
|
320 |
Avg. price 1M: |
|
3.58 |
Avg. volume 1M: |
|
301.05 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |