Morgan Stanley Call 35 ALLY 20.12.../  DE000ME9GVJ4  /

Stuttgart
5/31/2024  8:58:21 PM Chg.+0.19 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.01EUR +6.74% -
Bid Size: -
-
Ask Size: -
Ally Financial Inc 35.00 USD 12/20/2024 Call
 

Master data

WKN: ME9GVJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ally Financial Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 1.83
Implied volatility: 0.36
Historic volatility: 0.31
Parity: 1.83
Time value: 1.27
Break-even: 38.46
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 1.64%
Delta: 0.73
Theta: -0.01
Omega: 4.22
Rho: 0.11
 

Quote data

Open: 2.79
High: 3.01
Low: 2.79
Previous Close: 2.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.31%
1 Month
  -5.64%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.01 2.72
1M High / 1M Low: 3.78 2.72
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.90
Avg. volume 1W:   0.00
Avg. price 1M:   3.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -