Morgan Stanley Call 125 ABEA 20.09.2024
/ DE000ME9VMR5
Morgan Stanley Call 125 ABEA 20.0.../ DE000ME9VMR5 /
| 6/26/2024 8:49:33 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.74EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALPHABET INC.CL.A DL... |
125.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME9VMR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL.A DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/8/2024 |
| Last trading day: |
6/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.82 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.25 |
| Parity: |
4.82 |
| Time value: |
0.89 |
| Break-even: |
182.10 |
| Moneyness: |
1.39 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.84 |
| Theta: |
-0.12 |
| Omega: |
2.54 |
| Rho: |
0.20 |
Quote data
| Open: |
5.72 |
| High: |
5.74 |
| Low: |
5.72 |
| Previous Close: |
5.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+16.43% |
| 3 Months |
|
|
+96.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.74 |
5.26 |
| 1M High / 1M Low: |
5.74 |
4.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
