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

Stuttgart
6/7/2024  6:54:19 PM Chg.- Bid11:42:35 AM Ask11:42:35 AM Underlying Strike price Expiration date Option type
4.81EUR - 4.60
Bid Size: 20,000
4.61
Ask Size: 20,000
Alphabet A 130.00 USD 12/20/2024 Call
 

Master data

WKN: ME9G8J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.52
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 4.12
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 4.12
Time value: 0.48
Break-even: 166.61
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.90
Theta: -0.03
Omega: 3.16
Rho: 0.53
 

Quote data

Open: 4.78
High: 4.81
Low: 4.78
Previous Close: 4.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.34%
1 Month  
+17.32%
3 Months  
+161.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.81 4.32
1M High / 1M Low: 4.90 3.97
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.58
Avg. volume 1W:   0.00
Avg. price 1M:   4.53
Avg. volume 1M:   47.62
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -