Morgan Stanley Call 1000 REGN 21.06.2024
/ DE000MB9SV02
Morgan Stanley Call 1000 REGN 21..../ DE000MB9SV02 /
| 2024-05-31 8:15:33 PM |
Chg.- |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,000.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB9SV0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-15 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
68.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.18 |
| Parity: |
-2.66 |
| Time value: |
1.43 |
| Break-even: |
1,014.30 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.19 |
| Spread %: |
15.32% |
| Delta: |
0.35 |
| Theta: |
-3.90 |
| Omega: |
23.88 |
| Rho: |
0.03 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
0.96 |
| Previous Close: |
0.91 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-35.44% |
| 3 Months |
|
|
-62.08% |
| YTD |
|
|
-37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.82 |
0.84 |
| 6M High / 6M Low: |
3.73 |
0.47 |
| High (YTD): |
2024-02-26 |
3.73 |
| Low (YTD): |
2024-05-02 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.58% |
| Volatility 6M: |
|
310.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
