Morgan Stanley Call 700 GS 20.06..../  DE000MG3J2J1  /

Stuttgart
2024-05-23  3:48:48 PM Chg.-0.010 Bid6:18:23 PM Ask6:18:23 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.340
Bid Size: 25,000
0.370
Ask Size: 25,000
Goldman Sachs Group ... 700.00 USD 2025-06-20 Call
 

Master data

WKN: MG3J2J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 115.44
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -21.95
Time value: 0.37
Break-even: 650.34
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.08
Theta: -0.02
Omega: 9.68
Rho: 0.35
 

Quote data

Open: 0.330
High: 0.330
Low: 0.320
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -