Morgan Stanley Call 850 GS 18.12..../  DE000MJ53J93  /

Stuttgart
1/24/2025  2:34:53 PM Chg.-0.040 Bid3:41:07 PM Ask3:41:07 PM Underlying Strike price Expiration date Option type
0.320EUR -11.11% 0.340
Bid Size: 200,000
0.350
Ask Size: 200,000
Goldman Sachs Group ... 850.00 USD 12/18/2026 Call
 

Master data

WKN: MJ53J9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 850.00 USD
Maturity: 12/18/2026
Issue date: 11/18/2024
Last trading day: 12/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.05
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -2.02
Time value: 0.36
Break-even: 852.07
Moneyness: 0.75
Premium: 0.39
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.31
Theta: -0.07
Omega: 5.31
Rho: 2.95
 

Quote data

Open: 0.330
High: 0.330
Low: 0.320
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.08%
3 Months     -
YTD  
+23.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.360 0.234
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.360
Low (YTD): 1/13/2025 0.234
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -