Morgan Stanley Call 65 INCY 20.12.../  DE000ME9H2Z8  /

Stuttgart
2024-04-26  9:28:43 PM Chg.+0.080 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.820EUR +10.81% -
Bid Size: -
-
Ask Size: -
Incyte Corporation 65.00 USD 2024-12-20 Call
 

Master data

WKN: ME9H2Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 27.51
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -6.46
Time value: 0.87
Break-even: 62.53
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.51
Spread abs.: 0.05
Spread %: 6.10%
Delta: 0.26
Theta: -0.01
Omega: 7.02
Rho: 0.07
 

Quote data

Open: 0.760
High: 0.820
Low: 0.760
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month
  -53.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.920 0.740
1M High / 1M Low: 1.800 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -