Morgan Stanley Call 640 GS 21.03..../  DE000MG0X7E6  /

Stuttgart
2024-05-23  4:19:16 PM Chg.+0.010 Bid5:51:27 PM Ask5:51:27 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.370
Bid Size: 25,000
0.400
Ask Size: 25,000
Goldman Sachs Group ... 640.00 USD 2025-03-21 Call
 

Master data

WKN: MG0X7E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 640.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 106.78
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -16.41
Time value: 0.40
Break-even: 595.22
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.10
Theta: -0.03
Omega: 10.80
Rho: 0.32
 

Quote data

Open: 0.350
High: 0.370
Low: 0.350
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.50%
1 Month  
+89.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.320
1M High / 1M Low: 0.410 0.173
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -