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

Stuttgart
6/27/2024  8:58:30 PM Chg.-0.220 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.380EUR -36.67% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 500.00 USD 9/20/2024 Call
 

Master data

WKN: ME58M5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 9/20/2024
Issue date: 12/13/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.85
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -4.13
Time value: 0.62
Break-even: 474.37
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.24
Theta: -0.09
Omega: 16.39
Rho: 0.22
 

Quote data

Open: 0.400
High: 0.410
Low: 0.380
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.92%
1 Month
  -56.32%
3 Months
  -13.64%
YTD  
+5.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.380
1M High / 1M Low: 0.870 0.380
6M High / 6M Low: 1.060 0.149
High (YTD): 5/17/2024 1.060
Low (YTD): 1/29/2024 0.149
52W High: - -
52W Low: - -
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.60%
Volatility 6M:   291.60%
Volatility 1Y:   -
Volatility 3Y:   -