Morgan Stanley Call 65 INCY 20.09.../  DE000ME9GR71  /

Stuttgart
2024-05-24  6:57:22 PM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.770EUR 0.00% -
Bid Size: -
-
Ask Size: -
Incyte Corporation 65.00 USD 2024-09-20 Call
 

Master data

WKN: ME9GR7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 33.02
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -3.54
Time value: 0.80
Break-even: 61.52
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.60
Spread abs.: 0.08
Spread %: 11.11%
Delta: 0.29
Theta: -0.02
Omega: 9.69
Rho: 0.04
 

Quote data

Open: 0.760
High: 0.770
Low: 0.760
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+79.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.770
1M High / 1M Low: 0.820 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   468.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -