Morgan Stanley Call 35 ALLY 20.09.2024
/ DE000ME9GVK2
Morgan Stanley Call 35 ALLY 20.09.../ DE000ME9GVK2 /
14/06/2024 13:22:23 |
Chg.+0.09 |
Bid14:51:26 |
Ask14:51:26 |
Underlying |
Strike price |
Expiration date |
Option type |
2.69EUR |
+3.46% |
2.65 Bid Size: 1,000 |
2.75 Ask Size: 1,000 |
Ally Financial Inc |
35.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME9GVK |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Ally Financial Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
2.22 |
Implied volatility: |
0.39 |
Historic volatility: |
0.31 |
Parity: |
2.22 |
Time value: |
0.66 |
Break-even: |
38.36 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.05 |
Spread %: |
1.77% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
5.05 |
Rho: |
0.06 |
Quote data
Open: |
2.69 |
High: |
2.69 |
Low: |
2.69 |
Previous Close: |
2.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.55% |
1 Month |
|
|
-18.48% |
3 Months |
|
|
-0.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.60 |
2.39 |
1M High / 1M Low: |
3.30 |
2.13 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |