Morgan Stanley Call 880 REGN 21.06.2024
/ DE000ME106H1
Morgan Stanley Call 880 REGN 21.0.../ DE000ME106H1 /
| 31/05/2024 17:49:58 |
Chg.- |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
880.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
ME106H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
03/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.18 |
| Parity: |
0.93 |
| Time value: |
0.07 |
| Break-even: |
980.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.03 |
| Spread %: |
3.09% |
| Delta: |
0.87 |
| Theta: |
-3.36 |
| Omega: |
8.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.860 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.06% |
| 3 Months |
|
|
-13.89% |
| YTD |
|
|
+32.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.090 |
0.820 |
| 6M High / 6M Low: |
1.290 |
0.420 |
| High (YTD): |
28/02/2024 |
1.290 |
| Low (YTD): |
26/04/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.98% |
| Volatility 6M: |
|
161.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
