Morgan Stanley Call 500 GS 19.12..../  DE000MG60J06  /

Stuttgart
7/29/2024  6:47:39 PM Chg.- Bid1:13:40 PM Ask1:13:40 PM Underlying Strike price Expiration date Option type
2.23EUR - 2.21
Bid Size: 1,500
2.28
Ask Size: 1,500
Goldman Sachs Group ... 500.00 USD 12/19/2025 Call
 

Master data

WKN: MG60J0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 12/19/2025
Issue date: 6/17/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.42
Leverage: Yes

Calculated values

Fair value: 4.87
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.19
Parity: -0.67
Time value: 2.23
Break-even: 484.44
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.36%
Delta: 0.70
Theta: -0.04
Omega: 14.36
Rho: 4.14
 

Quote data

Open: 2.30
High: 2.30
Low: 2.23
Previous Close: 2.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.91%
1 Month  
+31.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.24 2.15
1M High / 1M Low: 2.32 1.81
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -