Morgan Stanley Call 600 GS 19.12..../  DE000MG29438  /

Stuttgart
10/07/2024  13:59:38 Chg.-0.06 Bid15:51:39 Ask15:51:39 Underlying Strike price Expiration date Option type
2.10EUR -2.78% 2.12
Bid Size: 5,000
2.16
Ask Size: 5,000
Goldman Sachs Group ... 600.00 USD 19/12/2025 Call
 

Master data

WKN: MG2943
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 19/12/2025
Issue date: 12/04/2024
Last trading day: 19/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.43
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -11.76
Time value: 2.14
Break-even: 576.22
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 1.90%
Delta: 0.31
Theta: -0.05
Omega: 6.28
Rho: 1.63
 

Quote data

Open: 2.10
High: 2.10
Low: 2.10
Previous Close: 2.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+27.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 1.85
1M High / 1M Low: 2.16 1.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -