Morgan Stanley Call 1200 REGN 21..../  DE000MD9SYL0  /

EUWAX
2024-05-31  8:52:46 PM Chg.- Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.025EUR - -
Bid Size: -
-
Ask Size: -
Regeneron Pharmaceut... 1,200.00 - 2024-06-21 Call
 

Master data

WKN: MD9SYL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,200.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-03
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 189.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.18
Parity: -2.32
Time value: 0.05
Break-even: 1,205.10
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 131.82%
Delta: 0.08
Theta: -1.82
Omega: 15.80
Rho: 0.01
 

Quote data

Open: 0.019
High: 0.025
Low: 0.019
Previous Close: 0.019
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.41%
3 Months
  -44.44%
YTD
  -61.54%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.027 0.011
6M High / 6M Low: 0.085 0.011
High (YTD): 2024-01-04 0.085
Low (YTD): 2024-05-27 0.011
52W High: 2023-08-21 0.150
52W Low: 2024-05-27 0.011
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.071
Avg. volume 1Y:   0.000
Volatility 1M:   471.07%
Volatility 6M:   231.10%
Volatility 1Y:   196.29%
Volatility 3Y:   -