Morgan Stanley Call 120 GWRE 21.03.2025
/ DE000MG0Z3U9
Morgan Stanley Call 120 GWRE 21.0.../ DE000MG0Z3U9 /
7/31/2024 5:57:00 PM |
Chg.- |
Bid8:59:40 AM |
Ask8:59:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.49EUR |
- |
4.32 Bid Size: 1,000 |
4.49 Ask Size: 1,000 |
GuideWire Software I... |
120.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG0Z3U |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GuideWire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
3/28/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.22 |
Intrinsic value: |
2.75 |
Implied volatility: |
0.67 |
Historic volatility: |
0.30 |
Parity: |
2.75 |
Time value: |
1.61 |
Break-even: |
154.55 |
Moneyness: |
1.25 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.16 |
Spread %: |
3.81% |
Delta: |
0.77 |
Theta: |
-0.05 |
Omega: |
2.43 |
Rho: |
0.40 |
Quote data
Open: |
4.31 |
High: |
4.49 |
Low: |
4.31 |
Previous Close: |
4.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.01% |
1 Month |
|
|
+60.36% |
3 Months |
|
|
+297.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.49 |
3.65 |
1M High / 1M Low: |
4.49 |
2.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |