Morgan Stanley Call 600 GS 21.03..../  DE000MG4P9R0  /

Stuttgart
06/09/2024  10:33:21 Chg.-0.030 Bid13:50:39 Ask13:50:39 Underlying Strike price Expiration date Option type
0.440EUR -6.38% 0.440
Bid Size: 500
0.510
Ask Size: 500
Goldman Sachs Group ... 600.00 USD 21/03/2025 Call
 

Master data

WKN: MG4P9R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 600.00 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: 87.82
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -10.09
Time value: 0.50
Break-even: 545.00
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.14
Theta: -0.05
Omega: 12.70
Rho: 0.31
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.87%
1 Month
  -2.22%
3 Months  
+18.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.460
1M High / 1M Low: 0.640 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -