Morgan Stanley Call 120 GWRE 21.03.2025
/ DE000MG0Z3U9
Morgan Stanley Call 120 GWRE 21.0.../ DE000MG0Z3U9 /
06/09/2024 21:18:33 |
Chg.+1.56 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
4.79EUR |
+48.30% |
- Bid Size: - |
- Ask Size: - |
GuideWire Software I... |
120.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
28/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.06 |
Intrinsic value: |
3.76 |
Implied volatility: |
0.64 |
Historic volatility: |
0.31 |
Parity: |
3.76 |
Time value: |
1.07 |
Break-even: |
156.55 |
Moneyness: |
1.35 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.12 |
Spread %: |
2.55% |
Delta: |
0.82 |
Theta: |
-0.05 |
Omega: |
2.47 |
Rho: |
0.38 |
Quote data
Open: |
3.76 |
High: |
4.79 |
Low: |
3.76 |
Previous Close: |
3.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.76% |
1 Month |
|
|
+20.65% |
3 Months |
|
|
+121.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.79 |
3.23 |
1M High / 1M Low: |
4.79 |
3.23 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |