Morgan Stanley Call 60 INCY 20.12.2024
/ DE000ME9H2Y1
Morgan Stanley Call 60 INCY 20.12.../ DE000ME9H2Y1 /
| 28/05/2024 10:49:55 |
Chg.+0.01 |
Bid14:51:07 |
Ask14:51:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+0.51% |
1.97
Bid Size: 1,000 |
2.13
Ask Size: 1,000 |
Incyte Corporation |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME9H2Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Incyte Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-1.24 |
| Time value: |
2.22 |
| Break-even: |
59.68 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.23 |
| Spread %: |
11.56% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
6.02 |
| Rho: |
0.13 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.95% |
| 1 Month |
|
|
+48.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.98 |
| 1M High / 1M Low: |
2.29 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
200 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
