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Morgan Stanley Call 400 GOS 21.06.../  DE000MD9RF58  /

EUWAX
2024-06-07  8:42:23 PM Chg.-0.05 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
5.38EUR -0.92% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 400.00 - 2024-06-21 Call
 

Master data

WKN: MD9RF5
Issuer: Morgan Stanley
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.04
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 2.12
Implied volatility: 1.32
Historic volatility: 0.19
Parity: 2.12
Time value: 3.12
Break-even: 452.40
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 6.46
Spread abs.: 0.06
Spread %: 1.16%
Delta: 0.63
Theta: -1.54
Omega: 5.08
Rho: 0.08
 

Quote data

Open: 5.41
High: 5.41
Low: 5.38
Previous Close: 5.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.47%
1 Month  
+4.87%
3 Months  
+281.56%
YTD  
+190.81%
1 Year  
+393.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.76 5.11
1M High / 1M Low: 6.22 4.95
6M High / 6M Low: 6.22 0.67
High (YTD): 2024-05-17 6.22
Low (YTD): 2024-04-15 0.95
52W High: 2024-05-17 6.22
52W Low: 2023-10-27 0.19
Avg. price 1W:   5.39
Avg. volume 1W:   0.00
Avg. price 1M:   5.56
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   1.53
Avg. volume 1Y:   0.00
Volatility 1M:   75.08%
Volatility 6M:   260.38%
Volatility 1Y:   235.02%
Volatility 3Y:   -