Morgan Stanley Call 37.5 ALLY 20.09.2024
/ DE000ME9GVL0
Morgan Stanley Call 37.5 ALLY 20..../ DE000ME9GVL0 /
| 2024-05-17 8:13:47 PM |
Chg.- |
Bid9:15:15 AM |
Ask9:15:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
- |
2.16
Bid Size: 1,000 |
2.26
Ask Size: 1,000 |
Ally Financial Inc |
37.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GVL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ally Financial Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 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: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
1.20 |
| Time value: |
0.98 |
| Break-even: |
38.85 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
2.35% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.07 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.14 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.39% |
| 1 Month |
|
|
+2.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.05 |
| 1M High / 1M Low: |
2.44 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
