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

Stuttgart
6/24/2024  3:07:43 PM Chg.-0.040 Bid6:45:39 PM Ask6:45:39 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% 0.700
Bid Size: 15,000
0.730
Ask Size: 15,000
Goldman Sachs Group ... 700.00 USD 12/19/2025 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: 12/19/2025
Issue date: 5/2/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.87
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -23.37
Time value: 0.67
Break-even: 661.65
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.12
Theta: -0.03
Omega: 7.71
Rho: 0.67
 

Quote data

Open: 0.630
High: 0.630
Low: 0.610
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.61%
1 Month
  -22.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.620
1M High / 1M Low: 0.790 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -