Morgan Stanley Call 140 GWRE 21.0.../  DE000MG0Z3W5  /

Stuttgart
8/2/2024  8:41:36 PM Chg.-0.31 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.53EUR -10.92% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 140.00 USD 3/21/2025 Call
 

Master data

WKN: MG0Z3W
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 3/21/2025
Issue date: 3/28/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 0.83
Implied volatility: 0.58
Historic volatility: 0.29
Parity: 0.83
Time value: 2.18
Break-even: 159.89
Moneyness: 1.06
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.17
Spread %: 5.99%
Delta: 0.66
Theta: -0.06
Omega: 3.03
Rho: 0.39
 

Quote data

Open: 2.57
High: 2.57
Low: 2.53
Previous Close: 2.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.43%
1 Month  
+40.56%
3 Months  
+321.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.10 2.47
1M High / 1M Low: 3.10 1.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.78
Avg. volume 1W:   0.00
Avg. price 1M:   2.21
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -