Morgan Stanley Call 40 ALLY 20.12.2024
/ DE000ME9GVN6
Morgan Stanley Call 40 ALLY 20.12.../ DE000ME9GVN6 /
| 6/7/2024 6:56:35 PM |
Chg.+0.03 |
Bid8:55:54 PM |
Ask8:55:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+1.88% |
1.64
Bid Size: 15,000 |
1.68
Ask Size: 15,000 |
Ally Financial Inc |
40.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME9GVN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ally Financial Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.71 |
| Time value: |
1.63 |
| Break-even: |
39.98 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
1.88% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
5.63 |
| Rho: |
0.08 |
Quote data
| Open: |
1.61 |
| High: |
1.63 |
| Low: |
1.61 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.68% |
| 1 Month |
|
|
-22.01% |
| 3 Months |
|
|
-4.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.46 |
| 1M High / 1M Low: |
2.31 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
