Morgan Stanley Call 65 INCY 20.12.2024
/ DE000ME9H2Z8
Morgan Stanley Call 65 INCY 20.12.../ DE000ME9H2Z8 /
| 2024-07-08 8:31:20 PM |
Chg.+0.17 |
Bid8:40:55 PM |
Ask8:40:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+15.60% |
1.26
Bid Size: 10,000 |
1.39
Ask Size: 10,000 |
Incyte Corporation |
65.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9H2Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-3.54 |
| Time value: |
1.26 |
| Break-even: |
62.56 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
13.51% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
7.43 |
| Rho: |
0.07 |
Quote data
| Open: |
1.05 |
| High: |
1.26 |
| Low: |
1.05 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.88% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.09 |
| 1M High / 1M Low: |
2.55 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
