Morgan Stanley Call 140 GOOGL 20..../  DE000ME6EUG3  /

Stuttgart
2024-06-20  9:36:37 AM Chg.+0.14 Bid2:41:29 PM Ask2:41:29 PM Underlying Strike price Expiration date Option type
3.95EUR +3.67% 3.87
Bid Size: 20,000
3.88
Ask Size: 20,000
Alphabet A 140.00 USD 2024-12-20 Call
 

Master data

WKN: ME6EUG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.25
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 3.27
Implied volatility: 0.36
Historic volatility: 0.25
Parity: 3.27
Time value: 0.56
Break-even: 168.57
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.79%
Delta: 0.86
Theta: -0.04
Omega: 3.66
Rho: 0.51
 

Quote data

Open: 3.95
High: 3.95
Low: 3.95
Previous Close: 3.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.25%
1 Month
  -1.74%
3 Months  
+92.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.09 3.78
1M High / 1M Low: 4.09 3.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.92
Avg. volume 1W:   0.00
Avg. price 1M:   3.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -