Morgan Stanley Call 650 GS 20.12..../  DE000MG44R64  /

Stuttgart
2024-06-05  1:50:32 PM Chg.-0.020 Bid2:08:30 PM Ask2:08:30 PM Underlying Strike price Expiration date Option type
0.105EUR -16.00% 0.116
Bid Size: 750
0.167
Ask Size: 750
Goldman Sachs Group ... 650.00 USD 2024-12-20 Call
 

Master data

WKN: MG44R6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 650.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 278.94
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -17.89
Time value: 0.15
Break-even: 598.83
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 20.97%
Delta: 0.05
Theta: -0.02
Omega: 13.48
Rho: 0.10
 

Quote data

Open: 0.105
High: 0.105
Low: 0.105
Previous Close: 0.125
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.36%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.137 0.123
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.129
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -