Morgan Stanley Call 170 GOOGL 20.09.2024
/ DE000ME48DF4
Morgan Stanley Call 170 GOOGL 20..../ DE000ME48DF4 /
| 16/07/2024 08:03:44 |
Chg.+0.06 |
Bid11:58:38 |
Ask11:58:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+3.08% |
1.98
Bid Size: 15,000 |
1.99
Ask Size: 15,000 |
Alphabet A |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME48DF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.52 |
| Time value: |
0.41 |
| Break-even: |
175.29 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
6.96 |
| Rho: |
0.21 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
+46.72% |
| 3 Months |
|
|
+187.14% |
| YTD |
|
|
+336.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.88 |
| 1M High / 1M Low: |
2.28 |
1.25 |
| 6M High / 6M Low: |
2.28 |
0.18 |
| High (YTD): |
10/07/2024 |
2.28 |
| Low (YTD): |
06/03/2024 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
14.29 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
345.67 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.31% |
| Volatility 6M: |
|
219.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
