Morgan Stanley Call 60 INCY 20.12.2024
/ DE000ME9H2Y1
Morgan Stanley Call 60 INCY 20.12.../ DE000ME9H2Y1 /
| 02/08/2024 12:46:32 |
Chg.-0.24 |
Bid17:46:51 |
Ask17:46:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
-5.90% |
3.78
Bid Size: 10,000 |
3.95
Ask Size: 10,000 |
Incyte Corporation |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9H2Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
2.05 |
| Time value: |
2.21 |
| Break-even: |
64.15 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.20 |
| Spread %: |
4.93% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.75 |
| Rho: |
0.12 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
4.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.19% |
| 1 Month |
|
|
+60.92% |
| 3 Months |
|
|
+151.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.91 |
4.07 |
| 1M High / 1M Low: |
5.96 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
