Morgan Stanley Call 370 GOS 21.06.2024
/ DE000MD9REZ4
Morgan Stanley Call 370 GOS 21.06.../ DE000MD9REZ4 /
| 5/3/2024 8:41:39 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.57EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
370.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MD9REZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/26/2022 |
| Last trading day: |
5/6/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.16 |
| Intrinsic value: |
5.08 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.19 |
| Parity: |
5.08 |
| Time value: |
1.46 |
| Break-even: |
435.40 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
0.76 |
| Theta: |
-0.72 |
| Omega: |
4.92 |
| Rho: |
0.14 |
Quote data
| Open: |
6.09 |
| High: |
6.57 |
| Low: |
6.09 |
| Previous Close: |
5.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.47% |
| 3 Months |
|
|
+119.00% |
| YTD |
|
|
+96.12% |
| 1 Year |
|
|
+321.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.57 |
5.98 |
| 6M High / 6M Low: |
6.57 |
1.19 |
| High (YTD): |
5/3/2024 |
6.57 |
| Low (YTD): |
2/13/2024 |
2.38 |
| 52W High: |
5/3/2024 |
6.57 |
| 52W Low: |
10/27/2023 |
0.39 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
185.76% |
| Volatility 1Y: |
|
175.40% |
| Volatility 3Y: |
|
- |
