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Morgan Stanley Call 1020 REGN 20..../  DE000ME105J9  /

Stuttgart
6/3/2024  5:31:25 PM Chg.+0.090 Bid6:12:28 PM Ask6:12:28 PM Underlying Strike price Expiration date Option type
0.420EUR +27.27% 0.390
Bid Size: 50,000		 0.420
Ask Size: 50,000		 Regeneron Pharmaceut... 1,020.00 USD 9/20/2024 Call
 

Master data

WKN: ME105J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,020.00 USD
Maturity: 9/20/2024
Issue date: 9/22/2023
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 25.09
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.37
Time value: 0.36
Break-even: 975.87
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 9.09%
Delta: 0.44
Theta: -0.25
Omega: 11.03
Rho: 1.08
 

Quote data

Open: 0.330
High: 0.420
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+13.51%
3 Months
  -38.24%
YTD  
+10.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.430 0.280
6M High / 6M Low: 0.700 0.216
High (YTD): 2/27/2024 0.700
Low (YTD): 4/26/2024 0.216
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.43%
Volatility 6M:   167.84%
Volatility 1Y:   -
Volatility 3Y:   -