Morgan Stanley Call 155 GOOGL 20.09.2024
/ DE000ME48DC1
Morgan Stanley Call 155 GOOGL 20..../ DE000ME48DC1 /
| 2024-06-05 8:04:04 AM |
Chg.+0.10 |
Bid1:07:11 PM |
Ask1:07:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+4.74% |
2.25
Bid Size: 20,000 |
2.26
Ask Size: 20,000 |
Alphabet A |
155.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME48DC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.73 |
| Time value: |
0.49 |
| Break-even: |
164.64 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
5.72 |
| Rho: |
0.31 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+19.46% |
| 3 Months |
|
|
+426.19% |
| YTD |
|
|
+160.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.97 |
| 1M High / 1M Low: |
2.52 |
1.77 |
| 6M High / 6M Low: |
2.52 |
0.38 |
| High (YTD): |
2024-05-20 |
2.52 |
| Low (YTD): |
2024-03-06 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
19.73 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
313.07 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.30% |
| Volatility 6M: |
|
202.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
