Morgan Stanley Call 65 INCY 20.09.../  DE000ME9GR71  /

Stuttgart
2024-04-26  9:28:14 PM Chg.+0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.430EUR +13.16% -
Bid Size: -
-
Ask Size: -
Incyte Corporation 65.00 USD 2024-09-20 Call
 

Master data

WKN: ME9GR7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 53.18
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -6.46
Time value: 0.45
Break-even: 61.69
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.89
Spread abs.: 0.06
Spread %: 15.38%
Delta: 0.18
Theta: -0.01
Omega: 9.43
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.430
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.82%
1 Month
  -61.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 1.170 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -