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Morgan Stanley Call 320 GOS 21.06.../  DE000MD9REN0  /

EUWAX
2024-05-31  8:45:27 PM Chg.+0.20 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
12.47EUR +1.63% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 320.00 - 2024-06-21 Call
 

Master data

WKN: MD9REN
Issuer: Morgan Stanley
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 10.15
Intrinsic value: 10.08
Implied volatility: 1.88
Historic volatility: 0.19
Parity: 10.08
Time value: 2.65
Break-even: 447.30
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 2.05
Spread abs.: 0.03
Spread %: 0.24%
Delta: 0.80
Theta: -1.32
Omega: 2.65
Rho: 0.11
 

Quote data

Open: 12.18
High: 12.47
Low: 12.12
Previous Close: 12.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month  
+21.07%
3 Months  
+82.58%
YTD  
+83.11%
1 Year  
+245.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.19 12.27
1M High / 1M Low: 13.56 10.59
6M High / 6M Low: 13.56 3.64
High (YTD): 2024-05-17 13.56
Low (YTD): 2024-02-13 5.84
52W High: 2024-05-17 13.56
52W Low: 2023-10-27 1.45
Avg. price 1W:   12.77
Avg. volume 1W:   0.00
Avg. price 1M:   12.61
Avg. volume 1M:   0.00
Avg. price 6M:   7.89
Avg. volume 6M:   87.26
Avg. price 1Y:   5.61
Avg. volume 1Y:   63.91
Volatility 1M:   39.82%
Volatility 6M:   100.53%
Volatility 1Y:   108.02%
Volatility 3Y:   -