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

Stuttgart
6/20/2024  1:36:59 PM Chg.+0.11 Bid5:38:25 PM Ask5:38:25 PM Underlying Strike price Expiration date Option type
4.73EUR +2.38% 4.77
Bid Size: 100,000
4.78
Ask Size: 100,000
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: 3.50
Leverage: Yes

Calculated values

Fair value: 4.45
Intrinsic value: 4.20
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 4.20
Time value: 0.46
Break-even: 167.56
Moneyness: 1.35
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.65%
Delta: 0.90
Theta: -0.03
Omega: 3.14
Rho: 0.50
 

Quote data

Open: 4.73
High: 4.73
Low: 4.73
Previous Close: 4.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.66%
3 Months  
+75.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.80 4.62
1M High / 1M Low: 4.90 4.28
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.71
Avg. volume 1W:   0.00
Avg. price 1M:   4.65
Avg. volume 1M:   43.48
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -