Morgan Stanley Call 37.5 ALLY 20.09.2024
/ DE000ME9GVL0
Morgan Stanley Call 37.5 ALLY 20..../ DE000ME9GVL0 /
| 6/12/2024 1:57:01 PM |
Chg.-0.15 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-8.47% |
-
Bid Size: - |
-
Ask Size: - |
Ally Financial Inc |
37.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9GVL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ally Financial Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.50 |
| Time value: |
1.14 |
| Break-even: |
38.20 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
2.50% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
6.77 |
| Rho: |
0.05 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.72% |
| 1 Month |
|
|
-16.49% |
| 3 Months |
|
|
-22.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.49 |
| 1M High / 1M Low: |
2.44 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
