Morgan Stanley Call 140 GWRE 20.12.2024
/ DE000ME65J86
Morgan Stanley Call 140 GWRE 20.1.../ DE000ME65J86 /
| 8/2/2024 2:32:15 PM |
Chg.-0.33 |
Bid5:59:58 PM |
Ask5:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-14.41% |
2.08
Bid Size: 25,000 |
2.19
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: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.29 |
| Parity: |
0.83 |
| Time value: |
1.62 |
| Break-even: |
154.29 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.13 |
| Spread %: |
5.60% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
3.68 |
| Rho: |
0.25 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.39% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+366.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.05 |
| 1M High / 1M Low: |
2.47 |
1.47 |
| 6M High / 6M Low: |
2.47 |
0.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.22% |
| Volatility 6M: |
|
301.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
