Morgan Stanley Call 70 INCY 20.12.../  DE000ME9H304  /

Stuttgart
2024-07-18  6:06:58 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.91EUR - -
Bid Size: -
-
Ask Size: -
Incyte Corporation 70.00 - 2024-12-20 Call
 

Master data

WKN: ME9H30
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-07-19
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 16.41
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -3.66
Time value: 1.91
Break-even: 73.82
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.52
Spread abs.: 0.11
Spread %: 6.11%
Delta: 0.40
Theta: -0.02
Omega: 6.50
Rho: 0.08
 

Quote data

Open: 1.82
High: 1.91
Low: 1.82
Previous Close: 1.80
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+83.65%
3 Months  
+289.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.91 0.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -