Morgan Stanley Call 1100 REGN 20.12.2024
/ DE000ME6VGR3
Morgan Stanley Call 1100 REGN 20..../ DE000ME6VGR3 /
5/15/2024 6:02:11 PM |
Chg.-0.21 |
Bid8:49:15 PM |
Ask8:49:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.01EUR |
-9.46% |
2.09 Bid Size: 5,000 |
2.28 Ask Size: 5,000 |
Regeneron Pharmaceut... |
1,100.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME6VGR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,100.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/12/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
36.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-10.67 |
Time value: |
2.48 |
Break-even: |
1,042.01 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.19 |
Spread %: |
8.30% |
Delta: |
0.31 |
Theta: |
-0.14 |
Omega: |
11.22 |
Rho: |
1.52 |
Quote data
Open: |
2.29 |
High: |
2.29 |
Low: |
2.01 |
Previous Close: |
2.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.50% |
1 Month |
|
|
+44.60% |
3 Months |
|
|
-26.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.22 |
2.00 |
1M High / 1M Low: |
2.22 |
1.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |