Morgan Stanley Call 650 GS 19.12..../  DE000MG3SL25  /

Stuttgart
6/17/2024  3:01:54 PM Chg.-0.040 Bid6:14:11 PM Ask6:14:11 PM Underlying Strike price Expiration date Option type
0.850EUR -4.49% 0.890
Bid Size: 15,000
0.920
Ask Size: 15,000
Goldman Sachs Group ... 650.00 USD 12/19/2025 Call
 

Master data

WKN: MG3SL2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 650.00 USD
Maturity: 12/19/2025
Issue date: 5/7/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.34
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -19.02
Time value: 0.92
Break-even: 616.53
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.16
Theta: -0.03
Omega: 7.45
Rho: 0.89
 

Quote data

Open: 0.860
High: 0.860
Low: 0.850
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -34.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.890
1M High / 1M Low: 1.300 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   1.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -