Morgan Stanley Call 500 GS 21.03..../  DE000MG4P9L3  /

Stuttgart
30/07/2024  10:46:42 Chg.-0.01 Bid14:27:08 Ask14:27:08 Underlying Strike price Expiration date Option type
1.93EUR -0.52% 1.97
Bid Size: 2,000
2.02
Ask Size: 1,500
Goldman Sachs Group ... 500.00 USD 21/03/2025 Call
 

Master data

WKN: MG4P9L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 21/03/2025
Issue date: 22/05/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 23.24
Leverage: Yes

Calculated values

Fair value: 2.97
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.19
Parity: -0.67
Time value: 1.96
Break-even: 481.74
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.55%
Delta: 0.55
Theta: -0.06
Omega: 12.88
Rho: 1.49
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.05%
1 Month  
+60.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.06 1.86
1M High / 1M Low: 2.15 1.39
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -