Morgan Stanley Call 450 GS 20.12.2024
/ DE000ME5MBM6
Morgan Stanley Call 450 GS 20.12..../ DE000ME5MBM6 /
| 21/06/2024 18:41:26 |
Chg.-0.12 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
-5.97% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
450.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5MBM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.19 |
| Parity: |
0.02 |
| Time value: |
1.86 |
| Break-even: |
439.67 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
2.17% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
13.42 |
| Rho: |
1.16 |
Quote data
| Open: |
2.02 |
| High: |
2.03 |
| Low: |
1.89 |
| Previous Close: |
2.01 |
| Turnover: |
3,582.65 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
-12.09% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
+114.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.78 |
| 1M High / 1M Low: |
2.27 |
1.70 |
| 6M High / 6M Low: |
2.42 |
0.64 |
| High (YTD): |
21/05/2024 |
2.42 |
| Low (YTD): |
26/01/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
5,179.60 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
48,779.91 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
8,724.86 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.07% |
| Volatility 6M: |
|
148.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
