Morgan Stanley Call 470 GS 20.09.2024
/ DE000ME5GJR0
Morgan Stanley Call 470 GS 20.09..../ DE000ME5GJR0 /
| 05/07/2024 21:23:53 |
Chg.-0.40 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-20.20% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
470.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME5GJR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.48 |
| Time value: |
1.67 |
| Break-even: |
450.30 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
0.51 |
| Theta: |
-0.13 |
| Omega: |
12.99 |
| Rho: |
0.42 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.52 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.41% |
| 1 Month |
|
|
+0.64% |
| 3 Months |
|
|
+135.82% |
| YTD |
|
|
+143.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.52 |
| 1M High / 1M Low: |
1.98 |
1.04 |
| 6M High / 6M Low: |
2.34 |
0.29 |
| High (YTD): |
21/05/2024 |
2.34 |
| Low (YTD): |
29/01/2024 |
0.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.04% |
| Volatility 6M: |
|
249.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
