OverviewChartNewsTraderScreen

Morgan Stanley Call 320 GOS 21.06.../  DE000MD9REN0  /

EUWAX
2024-06-07  8:42:20 PM Chg.0.00 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
12.75EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 320.00 - 2024-06-21 Call
 

Master data

WKN: MD9REN
Issuer: Morgan Stanley
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 10.16
Intrinsic value: 10.12
Implied volatility: 2.28
Historic volatility: 0.19
Parity: 10.12
Time value: 2.50
Break-even: 446.20
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 4.06
Spread abs.: 0.06
Spread %: 0.48%
Delta: 0.80
Theta: -1.95
Omega: 2.68
Rho: 0.08
 

Quote data

Open: 12.73
High: 12.76
Low: 12.73
Previous Close: 12.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.25%
1 Month  
+2.00%
3 Months  
+87.50%
YTD  
+87.22%
1 Year  
+191.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.09 12.41
1M High / 1M Low: 13.56 12.27
6M High / 6M Low: 13.56 4.36
High (YTD): 2024-05-17 13.56
Low (YTD): 2024-02-13 5.84
52W High: 2024-05-17 13.56
52W Low: 2023-10-27 1.45
Avg. price 1W:   12.72
Avg. volume 1W:   0.00
Avg. price 1M:   12.91
Avg. volume 1M:   0.00
Avg. price 6M:   8.28
Avg. volume 6M:   87.97
Avg. price 1Y:   5.79
Avg. volume 1Y:   64.16
Volatility 1M:   32.26%
Volatility 6M:   97.79%
Volatility 1Y:   107.62%
Volatility 3Y:   -