Morgan Stanley Call 140 GWRE 20.12.2024
/ DE000ME65J86
Morgan Stanley Call 140 GWRE 20.1.../ DE000ME65J86 /
| 7/10/2024 5:18:08 PM |
Chg.-0.01 |
Bid8:53:05 PM |
Ask8:53:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-0.64% |
1.51
Bid Size: 25,000 |
1.62
Ask Size: 25,000 |
GuideWire Software I... |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME65J8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
-0.11 |
| Time value: |
1.70 |
| Break-even: |
146.46 |
| Moneyness: |
0.99 |
| Premium: |
0.14 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.11 |
| Spread %: |
6.92% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
4.34 |
| Rho: |
0.25 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.55 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.44% |
| 1 Month |
|
|
+49.04% |
| 3 Months |
|
|
+244.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.47 |
| 1M High / 1M Low: |
1.56 |
1.04 |
| 6M High / 6M Low: |
1.56 |
0.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.45% |
| Volatility 6M: |
|
301.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
