Morgan Stanley Call 170 GOOGL 20.09.2024
/ DE000ME48DF4
Morgan Stanley Call 170 GOOGL 20..../ DE000ME48DF4 /
| 2024-05-23 8:04:10 AM |
Chg.+0.05 |
Bid1:24:24 PM |
Ask1:24:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+3.50% |
1.48
Bid Size: 20,000 |
1.49
Ask Size: 20,000 |
Alphabet A |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME48DF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.59 |
| Time value: |
0.87 |
| Break-even: |
171.64 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
7.26 |
| Rho: |
0.30 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+89.74% |
| 3 Months |
|
|
+279.49% |
| YTD |
|
|
+221.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.33 |
| 1M High / 1M Low: |
1.50 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
1.50 |
| Low (YTD): |
2024-03-06 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
120 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
171.43 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
