Morgan Stanley Call 70 INCY 20.09.2024
/ DE000ME9GR89
Morgan Stanley Call 70 INCY 20.09.../ DE000ME9GR89 /
| 2024-05-28 10:49:43 AM |
Chg.+0.030 |
Bid5:00:33 PM |
Ask5:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.510
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
Incyte Corporation |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GR8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
37.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-5.84 |
| Time value: |
0.70 |
| Break-even: |
65.85 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.24 |
| Spread %: |
52.17% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
8.65 |
| Rho: |
0.03 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
+88.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.570 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
