Morgan Stanley Call 165 GOOGL 20.09.2024
/ DE000ME48DE7
Morgan Stanley Call 165 GOOGL 20..../ DE000ME48DE7 /
| 28/06/2024 08:03:51 |
Chg.+0.10 |
Bid11:34:59 |
Ask11:34:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+4.37% |
2.39
Bid Size: 20,000 |
2.40
Ask Size: 20,000 |
Alphabet A |
165.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME48DE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.91 |
| Time value: |
0.42 |
| Break-even: |
177.39 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
6.04 |
| Rho: |
0.27 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.56% |
| 1 Month |
|
|
+40.59% |
| 3 Months |
|
|
+231.94% |
| YTD |
|
|
+319.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.90 |
| 1M High / 1M Low: |
2.29 |
1.34 |
| 6M High / 6M Low: |
2.29 |
0.23 |
| High (YTD): |
27/06/2024 |
2.29 |
| Low (YTD): |
06/03/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
629.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.65% |
| Volatility 6M: |
|
212.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
