Morgan Stanley Call 140 GWRE 20.12.2024
/ DE000ME65J86
Morgan Stanley Call 140 GWRE 20.1.../ DE000ME65J86 /
| 9/9/2024 6:46:29 PM |
Chg.- |
Bid9:20:54 AM |
Ask9:20:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
- |
3.21
Bid Size: 1,000 |
3.31
Ask Size: 1,000 |
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: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
1.96 |
| Time value: |
0.90 |
| Break-even: |
154.88 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.11 |
| Spread %: |
4.00% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
3.81 |
| Rho: |
0.22 |
Quote data
| Open: |
2.90 |
| High: |
3.28 |
| Low: |
2.90 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.70% |
| 1 Month |
|
|
+44.49% |
| 3 Months |
|
|
+215.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.28 |
1.52 |
| 1M High / 1M Low: |
3.28 |
1.52 |
| 6M High / 6M Low: |
3.28 |
0.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.63% |
| Volatility 6M: |
|
321.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
