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

Stuttgart
7/16/2024  10:48:02 AM Chg.+0.020 Bid11:27:00 AM Ask11:27:00 AM Underlying Strike price Expiration date Option type
0.580EUR +3.57% 0.590
Bid Size: 6,250
0.660
Ask Size: 5,000
Goldman Sachs Group ... 600.00 USD 3/21/2025 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: 3/21/2025
Issue date: 5/22/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 74.04
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -9.89
Time value: 0.61
Break-even: 556.64
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 5.17%
Delta: 0.17
Theta: -0.04
Omega: 12.29
Rho: 0.47
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.09%
1 Month  
+93.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.460
1M High / 1M Low: 0.560 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -