Morgan Stanley Call 65 INCY 20.12.2024
/ DE000ME9H2Z8
Morgan Stanley Call 65 INCY 20.12.../ DE000ME9H2Z8 /
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: |
|
- |