Morgan Stanley Call 550 GS 19.12..../  DE000MG60J14  /

Stuttgart
2024-07-29  6:47:39 PM Chg.- Bid12:08:21 PM Ask12:08:21 PM Underlying Strike price Expiration date Option type
1.65EUR - 1.61
Bid Size: 2,000
1.68
Ask Size: 2,000
Goldman Sachs Group ... 550.00 USD 2025-12-19 Call
 

Master data

WKN: MG60J1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 550.00 USD
Maturity: 2025-12-19
Issue date: 2024-06-17
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 27.60
Leverage: Yes

Calculated values

Fair value: 2.97
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.19
Parity: -5.29
Time value: 1.65
Break-even: 524.86
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.85%
Delta: 0.38
Theta: -0.04
Omega: 10.35
Rho: 2.14
 

Quote data

Open: 1.71
High: 1.71
Low: 1.65
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.61%
1 Month  
+42.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.59
1M High / 1M Low: 1.74 1.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -