Morgan Stanley Call 425 GOS 21.06.../  DE000ME5MBJ2  /

Stuttgart
31/05/2024  21:12:09 Chg.- Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
2.74EUR - -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 425.00 - 21/06/2024 Call
 

Master data

WKN: ME5MBJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 425.00 -
Maturity: 21/06/2024
Issue date: 18/12/2023
Last trading day: 03/06/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 14.23
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 1.54
Historic volatility: 0.19
Parity: -0.79
Time value: 2.93
Break-even: 454.30
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.50
Theta: -2.75
Omega: 7.15
Rho: 0.03
 

Quote data

Open: 2.51
High: 2.74
Low: 2.51
Previous Close: 2.62
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.96%
3 Months  
+508.89%
YTD  
+260.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.58 2.62
6M High / 6M Low: - -
High (YTD): 21/05/2024 3.58
Low (YTD): 15/04/2024 0.30
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -