Morgan Stanley Call 700 GS 19.12..../  DE000MG3J2H5  /

Stuttgart
2024-06-05  3:50:06 PM Chg.+0.050 Bid5:47:00 PM Ask5:47:00 PM Underlying Strike price Expiration date Option type
0.770EUR +6.94% 0.770
Bid Size: 15,000
0.800
Ask Size: 15,000
Goldman Sachs Group ... 700.00 USD 2025-12-19 Call
 

Master data

WKN: MG3J2H
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2025-12-19
Issue date: 2024-05-02
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.79
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -22.49
Time value: 0.75
Break-even: 650.78
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.13
Theta: -0.03
Omega: 7.52
Rho: 0.75
 

Quote data

Open: 0.720
High: 0.770
Low: 0.720
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.32%
1 Month  
+18.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.720
1M High / 1M Low: 0.880 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -