Morgan Stanley Call 65 INCY 20.09.../  DE000ME9GR71  /

Stuttgart
7/5/2024  9:26:37 PM Chg.- Bid9:58:58 AM Ask9:58:58 AM Underlying Strike price Expiration date Option type
0.570EUR - -
Bid Size: -
-
Ask Size: -
Incyte Corporation 65.00 USD 9/20/2024 Call
 

Master data

WKN: ME9GR7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 9/20/2024
Issue date: 3/1/2024
Last trading day: 9/20/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 42.03
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -3.54
Time value: 0.63
Break-even: 61.30
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 1.06
Spread abs.: 0.06
Spread %: 10.53%
Delta: 0.26
Theta: -0.02
Omega: 10.96
Rho: 0.03
 

Quote data

Open: 0.590
High: 0.590
Low: 0.560
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.36%
1 Month
  -48.18%
3 Months
  -30.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.570
1M High / 1M Low: 1.640 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   1.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -