Morgan Stanley Call 37.5 ALLY 20.12.2024
/ DE000ME9GVM8
Morgan Stanley Call 37.5 ALLY 20..../ DE000ME9GVM8 /
| 6/7/2024 6:56:36 PM |
Chg.+0.04 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+1.85% |
-
Bid Size: - |
-
Ask Size: - |
Ally Financial Inc |
37.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME9GVM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ally Financial Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 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: |
8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.44 |
| Time value: |
1.76 |
| Break-even: |
38.83 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
1.85% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.97 |
| Rho: |
0.09 |
Quote data
| Open: |
2.18 |
| High: |
2.20 |
| Low: |
2.18 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.93% |
| 1 Month |
|
|
-19.12% |
| 3 Months |
|
|
+0.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.00 |
| 1M High / 1M Low: |
2.99 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
