Morgan Stanley Call 960 REGN 21.06.2024
/ DE000ME106Y6
Morgan Stanley Call 960 REGN 21.0.../ DE000ME106Y6 /
| 2024-05-31 5:50:00 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
960.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME106Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
960.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-06-03 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.18 |
| Parity: |
-0.53 |
| Time value: |
0.35 |
| Break-even: |
995.00 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
6.27 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
0.39 |
| Theta: |
-1.60 |
| Omega: |
10.09 |
| Rho: |
0.15 |
Quote data
| Open: |
0.250 |
| High: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.82% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-21.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.220 |
| 1M High / 1M Low: |
0.420 |
0.220 |
| 6M High / 6M Low: |
0.740 |
0.138 |
| High (YTD): |
2024-02-28 |
0.740 |
| Low (YTD): |
2024-04-26 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.243 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.89% |
| Volatility 6M: |
|
217.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
