Morgan Stanley Call 160 GOOGL 20.09.2024
/ DE000ME48DD9
Morgan Stanley Call 160 GOOGL 20..../ DE000ME48DD9 /
| 2024-06-25 8:03:40 AM |
Chg.-0.01 |
Bid11:47:55 AM |
Ask11:47:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
-0.44% |
2.24
Bid Size: 20,000 |
2.25
Ask Size: 20,000 |
Alphabet A |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME48DD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.79 |
| Time value: |
0.43 |
| Break-even: |
171.28 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
6.06 |
| Rho: |
0.27 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.58% |
| 1 Month |
|
|
+13.57% |
| 3 Months |
|
|
+156.82% |
| YTD |
|
|
+222.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.89 |
| 1M High / 1M Low: |
2.32 |
1.64 |
| 6M High / 6M Low: |
2.32 |
0.30 |
| High (YTD): |
2024-06-21 |
2.32 |
| Low (YTD): |
2024-03-06 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
95.24 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
58.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.02% |
| Volatility 6M: |
|
195.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
