Morgan Stanley Call 170 GOOGL 20.09.2024
/ DE000ME48DF4
Morgan Stanley Call 170 GOOGL 20..../ DE000ME48DF4 /
| 2024-06-05 2:13:33 PM |
Chg.+0.14 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+11.97% |
1.31
Bid Size: 20,000 |
1.32
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: |
12.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
0.90 |
| Break-even: |
168.72 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
7.84 |
| Rho: |
0.25 |
Quote data
| Open: |
1.24 |
| High: |
1.31 |
| Low: |
1.24 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.66% |
| 1 Month |
|
|
+25.96% |
| 3 Months |
|
|
+589.47% |
| YTD |
|
|
+184.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.07 |
| 1M High / 1M Low: |
1.50 |
0.95 |
| 6M High / 6M Low: |
1.50 |
0.18 |
| High (YTD): |
2024-05-20 |
1.50 |
| Low (YTD): |
2024-03-06 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
163.64 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
348.80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.92% |
| Volatility 6M: |
|
241.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
