Morgan Stanley Call 60 INCY 20.09.2024
/ DE000ME9GR63
Morgan Stanley Call 60 INCY 20.09.../ DE000ME9GR63 /
| 2024-07-31 6:45:42 PM |
Chg.-0.42 |
Bid7:59:09 PM |
Ask7:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
-10.40% |
3.60
Bid Size: 10,000 |
3.75
Ask Size: 10,000 |
Incyte Corporation |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GR6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
3.60 |
| Time value: |
1.03 |
| Break-even: |
64.74 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.12 |
| Spread %: |
2.66% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
5.23 |
| Rho: |
0.05 |
Quote data
| Open: |
4.55 |
| High: |
4.55 |
| Low: |
3.62 |
| Previous Close: |
4.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.73% |
| 1 Month |
|
|
+94.62% |
| 3 Months |
|
|
+402.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.05 |
4.01 |
| 1M High / 1M Low: |
5.05 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
