Morgan Stanley Call 70 INCY 20.12.../  DE000ME9H304  /

Stuttgart
2024-05-10  8:08:17 PM Chg.-0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.540EUR -5.26% -
Bid Size: -
-
Ask Size: -
Incyte Corporation 70.00 USD 2024-12-20 Call
 

Master data

WKN: ME9H30
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 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: 41.74
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -7.86
Time value: 0.59
Break-even: 66.17
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 9.26%
Delta: 0.19
Theta: -0.01
Omega: 8.00
Rho: 0.05
 

Quote data

Open: 0.580
High: 0.580
Low: 0.540
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.540
1M High / 1M Low: 0.810 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.613
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -