Morgan Stanley Call 460 GOS 20.09.2024
/ DE000ME1CF69
Morgan Stanley Call 460 GOS 20.09.../ DE000ME1CF69 /
| 26/08/2024 17:46:55 |
Chg.- |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
460.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME1CF6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
27/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.20 |
| Parity: |
-2.09 |
| Time value: |
4.44 |
| Break-even: |
504.40 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
36.16 |
| Spread abs.: |
0.05 |
| Spread %: |
1.14% |
| Delta: |
0.50 |
| Theta: |
-1.91 |
| Omega: |
4.95 |
| Rho: |
0.07 |
Quote data
| Open: |
4.49 |
| High: |
4.49 |
| Low: |
4.26 |
| Previous Close: |
4.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+90.18% |
| 3 Months |
|
|
+99.07% |
| YTD |
|
|
+432.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.26 |
2.24 |
| 6M High / 6M Low: |
5.36 |
0.38 |
| High (YTD): |
31/07/2024 |
5.36 |
| Low (YTD): |
15/04/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.88% |
| Volatility 6M: |
|
262.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
