Morgan Stanley Call 500 GOS 20.09.../  DE000ME58M56  /

Stuttgart
7/16/2024  10:23:00 AM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.35EUR - -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 500.00 - 9/20/2024 Call
 

Master data

WKN: ME58M5
Issuer: Morgan Stanley
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 9/20/2024
Issue date: 12/13/2023
Last trading day: 7/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.26
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.20
Parity: -5.26
Time value: 2.01
Break-even: 520.10
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 3.42
Spread abs.: 0.04
Spread %: 2.03%
Delta: 0.35
Theta: -0.49
Omega: 7.74
Rho: 0.14
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.29
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.66%
3 Months  
+48.35%
YTD  
+275.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.35 1.29
6M High / 6M Low: 1.35 0.16
High (YTD): 7/16/2024 1.35
Low (YTD): 1/29/2024 0.15
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   0.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   317.93%
Volatility 1Y:   -
Volatility 3Y:   -