Morgan Stanley Call 35 ALLY 20.12.2024
/ DE000ME9GVJ4
Morgan Stanley Call 35 ALLY 20.12.../ DE000ME9GVJ4 /
| 2024-06-07 6:56:36 PM |
Chg.+0.05 |
Bid9:50:11 PM |
Ask9:50:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
+1.75% |
2.92
Bid Size: 15,000 |
2.97
Ask Size: 15,000 |
Ally Financial Inc |
35.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GVJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ally Financial Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.59 |
| Time value: |
1.31 |
| Break-even: |
37.93 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
1.75% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.33 |
| Rho: |
0.10 |
Quote data
| Open: |
2.87 |
| High: |
2.90 |
| Low: |
2.87 |
| Previous Close: |
2.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.65% |
| 1 Month |
|
|
-16.19% |
| 3 Months |
|
|
+5.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.65 |
| 1M High / 1M Low: |
3.78 |
2.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
