Morgan Stanley Call 130 GWRE 20.12.2024
/ DE000ME65J78
Morgan Stanley Call 130 GWRE 20.1.../ DE000ME65J78 /
| 05/08/2024 17:32:07 |
Chg.-0.33 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-12.60% |
-
Bid Size: - |
-
Ask Size: - |
GuideWire Software I... |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME65J7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.29 |
| Parity: |
1.27 |
| Time value: |
1.45 |
| Break-even: |
146.35 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.11 |
| Spread %: |
4.21% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
3.34 |
| Rho: |
0.24 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.21% |
| 1 Month |
|
|
+12.81% |
| 3 Months |
|
|
+231.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.62 |
| 1M High / 1M Low: |
3.15 |
1.98 |
| 6M High / 6M Low: |
3.15 |
0.45 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.40% |
| Volatility 6M: |
|
242.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
