Morgan Stanley Call 128 SNW 21.06.../  DE000MD8ZNM8  /

EUWAX
2024-05-31  8:59:53 PM Chg.- Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.002EUR - -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 128.00 - 2024-06-21 Call
 

Master data

WKN: MD8ZNM
Issuer: Morgan Stanley
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 128.00 -
Maturity: 2024-06-21
Issue date: 2022-10-05
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 225.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.25
Parity: -3.79
Time value: 0.04
Break-even: 128.40
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 3,900.00%
Delta: 0.05
Theta: -0.06
Omega: 12.38
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -77.78%
3 Months
  -93.10%
YTD
  -95.45%
1 Year
  -98.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.009 0.002
6M High / 6M Low: 0.062 0.002
High (YTD): 2024-01-09 0.062
Low (YTD): 2024-05-31 0.002
52W High: 2023-10-12 0.121
52W Low: 2024-05-31 0.002
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   0.000
Volatility 1M:   425.35%
Volatility 6M:   325.88%
Volatility 1Y:   258.97%
Volatility 3Y:   -