Morgan Stanley Call 60 INCY 20.12.2024
/ DE000ME9H2Y1
Morgan Stanley Call 60 INCY 20.12.../ DE000ME9H2Y1 /
| 29/07/2024 18:06:32 |
Chg.-0.26 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.65EUR |
-4.40% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.71 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
3.97 |
| Time value: |
1.96 |
| Break-even: |
67.15 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.13 |
| Spread %: |
2.24% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.98 |
| Rho: |
0.14 |
Quote data
| Open: |
5.90 |
| High: |
5.90 |
| Low: |
5.65 |
| Previous Close: |
5.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.17% |
| 1 Month |
|
|
+105.45% |
| 3 Months |
|
|
+341.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.96 |
4.18 |
| 1M High / 1M Low: |
5.96 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
