Morgan Stanley Call 540 GOS 21.03.../  DE000MG0X7A4  /

Stuttgart
2024-07-18  4:28:39 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.64EUR - -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 540.00 - 2025-03-21 Call
 

Master data

WKN: MG0X7A
Issuer: Morgan Stanley
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2024-07-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.22
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -8.46
Time value: 2.05
Break-even: 560.50
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 1.99%
Delta: 0.32
Theta: -0.10
Omega: 7.07
Rho: 0.80
 

Quote data

Open: 2.62
High: 2.64
Low: 2.62
Previous Close: 2.60
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+137.84%
3 Months  
+186.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.64 1.35
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -