Morgan Stanley Call 1000 REGN 20.12.2024
/ DE000ME54Z97
Morgan Stanley Call 1000 REGN 20..../ DE000ME54Z97 /
| 2024-05-15 5:55:30 PM |
Chg.-0.14 |
Bid8:01:00 PM |
Ask8:01:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
-3.70% |
3.68
Bid Size: 20,000 |
3.87
Ask Size: 20,000 |
Regeneron Pharmaceut... |
1,000.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54Z9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.18 |
| Parity: |
-1.42 |
| Time value: |
4.02 |
| Break-even: |
964.94 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.19 |
| Spread %: |
4.96% |
| Delta: |
0.55 |
| Theta: |
-0.13 |
| Omega: |
12.45 |
| Rho: |
2.76 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.64 |
| Previous Close: |
3.78 |
| Turnover: |
1,458 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
+45.60% |
| 3 Months |
|
|
-11.86% |
| YTD |
|
|
+31.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
3.25 |
| 1M High / 1M Low: |
3.78 |
2.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-22 |
4.71 |
| Low (YTD): |
2024-04-26 |
2.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.57 |
| Avg. volume 1W: |
|
288 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
300.95 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
