Morgan Stanley Call 130 GOOGL 20..../  DE000ME9G8J0  /

Stuttgart
2024-05-23  3:09:19 PM Chg.+0.15 Bid5:01:38 PM Ask5:01:38 PM Underlying Strike price Expiration date Option type
4.84EUR +3.20% 4.71
Bid Size: 100,000
4.72
Ask Size: 100,000
Alphabet A 130.00 USD 2024-12-20 Call
 

Master data

WKN: ME9G8J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-01
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 4.59
Intrinsic value: 4.28
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 4.28
Time value: 0.52
Break-even: 168.09
Moneyness: 1.36
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.90
Theta: -0.03
Omega: 3.05
Rho: 0.57
 

Quote data

Open: 4.83
High: 4.84
Low: 4.83
Previous Close: 4.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month  
+40.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.90 4.59
1M High / 1M Low: 4.90 3.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.74
Avg. volume 1W:   0.00
Avg. price 1M:   4.19
Avg. volume 1M:   47.62
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -