Morgan Stanley Call 120 GWRE 20.12.2024
/ DE000ME65J60
Morgan Stanley Call 120 GWRE 20.1.../ DE000ME65J60 /
| 06/09/2024 20:00:23 |
Chg.+1.42 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
+50.53% |
-
Bid Size: - |
-
Ask Size: - |
GuideWire Software I... |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.31 |
| Parity: |
3.76 |
| Time value: |
0.69 |
| Break-even: |
152.75 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.11 |
| Spread %: |
2.53% |
| Delta: |
0.84 |
| Theta: |
-0.07 |
| Omega: |
2.75 |
| Rho: |
0.22 |
Quote data
| Open: |
3.38 |
| High: |
4.23 |
| Low: |
3.38 |
| Previous Close: |
2.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.41% |
| 1 Month |
|
|
+21.55% |
| 3 Months |
|
|
+121.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
2.81 |
| 1M High / 1M Low: |
4.23 |
2.81 |
| 6M High / 6M Low: |
4.23 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.39 |
| Avg. volume 1M: |
|
10 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
3.36 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.76% |
| Volatility 6M: |
|
204.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
