Morgan Stanley Call 420 GOS 21.06.2024
/ DE000MB7GT02
Morgan Stanley Call 420 GOS 21.06.../ DE000MB7GT02 /
| 2024-05-31 6:07:43 PM |
Chg.0.00 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
420.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7GT0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.19 |
| Parity: |
0.08 |
| Time value: |
2.00 |
| Break-even: |
440.80 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.54 |
| Theta: |
-0.52 |
| Omega: |
10.87 |
| Rho: |
0.11 |
Quote data
| Open: |
1.89 |
| High: |
1.90 |
| Low: |
1.89 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+69.64% |
| 3 Months |
|
|
+322.22% |
| YTD |
|
|
+239.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.90 |
| 1M High / 1M Low: |
2.18 |
1.26 |
| 6M High / 6M Low: |
2.18 |
0.15 |
| High (YTD): |
2024-05-20 |
2.18 |
| Low (YTD): |
2024-04-15 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.70% |
| Volatility 6M: |
|
358.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
