Morgan Stanley Call 460 GS 20.09.2024
/ DE000ME1CF69
Morgan Stanley Call 460 GS 20.09..../ DE000ME1CF69 /
| 05/07/2024 10:56:28 |
Chg.-0.13 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
460.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1CF6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.44 |
| Time value: |
1.73 |
| Break-even: |
446.08 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.40% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
11.62 |
| Rho: |
0.48 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+24.75% |
| 3 Months |
|
|
+190.59% |
| YTD |
|
|
+208.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
1.96 |
| 1M High / 1M Low: |
2.60 |
1.38 |
| 6M High / 6M Low: |
2.85 |
0.38 |
| High (YTD): |
21/05/2024 |
2.85 |
| Low (YTD): |
15/04/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.54% |
| Volatility 6M: |
|
229.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
