Morgan Stanley Call 70 INCY 20.09.../  DE000ME9GR89  /

Stuttgart
08/05/2024  18:49:27 Chg.-0.030 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.300EUR -9.09% -
Bid Size: -
-
Ask Size: -
Incyte Corporation 70.00 USD 20/09/2024 Call
 

Master data

WKN: ME9GR8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/09/2024
Issue date: 01/03/2024
Last trading day: 20/09/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 64.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.21
Parity: -7.27
Time value: 0.39
Break-even: 65.90
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.04
Spread abs.: 0.05
Spread %: 14.71%
Delta: 0.15
Theta: -0.01
Omega: 9.95
Rho: 0.03
 

Quote data

Open: 0.340
High: 0.340
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -43.40%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -