Morgan Stanley Call 60 INCY 20.09.2024
/ DE000ME9GR63
Morgan Stanley Call 60 INCY 20.09.../ DE000ME9GR63 /
| 6/21/2024 6:21:25 PM |
Chg.- |
Bid8:17:17 AM |
Ask8:17:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
- |
2.86
Bid Size: 1,250 |
2.92
Ask Size: 1,250 |
Incyte Corporation |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9GR6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
10.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
1.51 |
| Time value: |
1.42 |
| Break-even: |
61.98 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
1.74% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.79 |
| Rho: |
0.08 |
Quote data
| Open: |
2.57 |
| High: |
2.73 |
| Low: |
2.57 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.20% |
| 1 Month |
|
|
+108.40% |
| 3 Months |
|
|
+20.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.20 |
| 1M High / 1M Low: |
2.73 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
