Goldman Sachs Call 150 MS 20.03.2.../  DE000GG6Y8Y7  /

EUWAX
2024-06-13  9:10:03 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
Morgan Stanley 150.00 USD 2026-03-20 Call
 

Master data

WKN: GG6Y8Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-23
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.34
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -5.03
Time value: 0.16
Break-even: 140.29
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 14.60%
Delta: 0.13
Theta: -0.01
Omega: 7.42
Rho: 0.18
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -30.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -