Morgan Stanley Call 70 INCY 20.12.../  DE000ME9H304  /

Stuttgart
6/14/2024  6:32:02 PM Chg.+0.09 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.33EUR +7.26% -
Bid Size: -
-
Ask Size: -
Incyte Corporation 70.00 USD 12/20/2024 Call
 

Master data

WKN: ME9H30
Issuer: Morgan Stanley
Currency: EUR
Underlying: Incyte Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 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: 19.73
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -3.69
Time value: 1.47
Break-even: 68.33
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 3.52%
Delta: 0.37
Theta: -0.01
Omega: 7.28
Rho: 0.10
 

Quote data

Open: 1.29
High: 1.33
Low: 1.29
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+77.33%
3 Months
  -26.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.14
1M High / 1M Low: 1.33 0.67
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -