Morgan Stanley Call 70 INCY 20.09.2024
/ DE000ME9GR89
Morgan Stanley Call 70 INCY 20.09.../ DE000ME9GR89 /
| 2024-07-31 12:59:35 PM |
Chg.-0.37 |
Bid6:35:15 PM |
Ask6:35:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-21.76% |
0.94
Bid Size: 10,000 |
1.07
Ask Size: 10,000 |
Incyte Corporation |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9GR8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
21.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-1.02 |
| Time value: |
1.44 |
| Break-even: |
67.60 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.13 |
| Spread %: |
9.92% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
9.89 |
| Rho: |
0.04 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.02% |
| 1 Month |
|
|
+129.31% |
| 3 Months |
|
|
+432.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.22 |
| 1M High / 1M Low: |
1.70 |
0.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
