Morgan Stanley Call 120 GWRE 20.12.2024
/ DE000ME65J60
Morgan Stanley Call 120 GWRE 20.1.../ DE000ME65J60 /
| 2024-07-09 11:04:11 AM |
Chg.+0.22 |
Bid11:57:25 AM |
Ask11:57:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
+8.24% |
-
Bid Size: - |
-
Ask Size: - |
GuideWire Software I... |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME65J6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
1.84 |
| Time value: |
0.99 |
| Break-even: |
139.10 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
3.66% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
3.41 |
| Rho: |
0.31 |
Quote data
| Open: |
2.89 |
| High: |
2.89 |
| Low: |
2.89 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.64% |
| 1 Month |
|
|
+51.31% |
| 3 Months |
|
|
+144.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.67 |
| 1M High / 1M Low: |
2.71 |
2.07 |
| 6M High / 6M Low: |
2.71 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.86% |
| Volatility 6M: |
|
195.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
