Morgan Stanley Call 1100 REGN 20.12.2024
/ DE000ME6VGR3
Morgan Stanley Call 1100 REGN 20..../ DE000ME6VGR3 /
| 04/06/2024 17:59:26 |
Chg.-0.07 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,100.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
40.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-10.13 |
| Time value: |
2.25 |
| Break-even: |
1,031.00 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.19 |
| Spread %: |
9.22% |
| Delta: |
0.30 |
| Theta: |
-0.14 |
| Omega: |
11.99 |
| Rho: |
1.35 |
Quote data
| Open: |
1.98 |
| High: |
2.11 |
| Low: |
1.98 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.93% |
| 1 Month |
|
|
+17.88% |
| 3 Months |
|
|
-21.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.67 |
| 1M High / 1M Low: |
2.29 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
