Morgan Stanley Call 1100 REGN 20.12.2024
/ DE000ME6VGR3
Morgan Stanley Call 1100 REGN 20..../ DE000ME6VGR3 /
| 6/19/2024 6:05:36 PM |
Chg.-0.35 |
Bid7:29:02 PM |
Ask7:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-10.97% |
2.83
Bid Size: 1,250 |
3.17
Ask Size: 1,000 |
Regeneron Pharmaceut... |
1,100.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME6VGR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
30.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-5.67 |
| Time value: |
3.18 |
| Break-even: |
1,056.13 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.19 |
| Spread %: |
6.35% |
| Delta: |
0.40 |
| Theta: |
-0.16 |
| Omega: |
12.18 |
| Rho: |
1.79 |
Quote data
| Open: |
2.89 |
| High: |
2.89 |
| Low: |
2.84 |
| Previous Close: |
3.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.15% |
| 1 Month |
|
|
+36.54% |
| 3 Months |
|
|
+26.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.51 |
| 1M High / 1M Low: |
3.19 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
