Morgan Stanley Call 410 GOS 21.06.2024
/ DE000MB7BYU3
Morgan Stanley Call 410 GOS 21.06.../ DE000MB7BYU3 /
| 2024-05-31 5:56:33 PM |
Chg.+0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
410.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7BYU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
1.08 |
| Time value: |
1.14 |
| Break-even: |
432.20 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.63 |
| Theta: |
-0.40 |
| Omega: |
12.03 |
| Rho: |
0.13 |
Quote data
| Open: |
2.09 |
| High: |
2.12 |
| Low: |
2.09 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.50% |
| 1 Month |
|
|
+50.35% |
| 3 Months |
|
|
+253.33% |
| YTD |
|
|
+207.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
2.10 |
| 1M High / 1M Low: |
2.24 |
1.55 |
| 6M High / 6M Low: |
2.24 |
0.20 |
| High (YTD): |
2024-05-22 |
2.24 |
| Low (YTD): |
2024-04-15 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.72% |
| Volatility 6M: |
|
250.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
