Morgan Stanley Call 37.5 ALLY 20.12.2024
/ DE000ME9GVM8
Morgan Stanley Call 37.5 ALLY 20..../ DE000ME9GVM8 /
| 2024-05-17 8:13:47 PM |
Chg.-0.23 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
-7.93% |
-
Bid Size: - |
-
Ask Size: - |
Ally Financial Inc |
37.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9GVM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ally Financial Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 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: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.33 |
| Time value: |
1.50 |
| Break-even: |
40.17 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.43% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.54 |
| Rho: |
0.12 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.67 |
| Previous Close: |
2.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.37% |
| 1 Month |
|
|
+35.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
2.51 |
| 1M High / 1M Low: |
2.99 |
1.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
