Morgan Stanley Call 160 GOOGL 20..../  DE000ME48DD9  /

Stuttgart
2024-06-28  6:56:18 PM Chg.-0.13 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.55EUR -4.85% -
Bid Size: -
-
Ask Size: -
Alphabet A 160.00 USD 2024-09-20 Call
 

Master data

WKN: ME48DD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.37
Leverage: Yes

Calculated values

Fair value: 2.59
Intrinsic value: 2.37
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 2.37
Time value: 0.35
Break-even: 176.62
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.85
Theta: -0.05
Omega: 5.44
Rho: 0.28
 

Quote data

Open: 2.79
High: 2.79
Low: 2.55
Previous Close: 2.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.91%
1 Month  
+21.43%
3 Months  
+186.52%
YTD  
+264.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.68 2.27
1M High / 1M Low: 2.68 1.64
6M High / 6M Low: 2.68 0.30
High (YTD): 2024-06-27 2.68
Low (YTD): 2024-03-06 0.30
52W High: - -
52W Low: - -
Avg. price 1W:   2.52
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   86.96
Avg. price 6M:   1.19
Avg. volume 6M:   57.48
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.39%
Volatility 6M:   194.46%
Volatility 1Y:   -
Volatility 3Y:   -