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

Stuttgart
10/11/2024  6:58:14 PM Chg.+0.36 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.16EUR +7.50% -
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: 3.27
Leverage: Yes

Calculated values

Fair value: 4.44
Intrinsic value: 4.19
Implied volatility: 0.62
Historic volatility: 0.29
Parity: 4.19
Time value: 1.00
Break-even: 179.93
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 1.76%
Delta: 0.82
Theta: -0.06
Omega: 2.70
Rho: 0.39
 

Quote data

Open: 4.83
High: 5.16
Low: 4.83
Previous Close: 4.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.61%
1 Month  
+33.33%
3 Months  
+165.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.16 4.80
1M High / 1M Low: 5.16 3.87
6M High / 6M Low: 5.16 0.42
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.97
Avg. volume 1W:   0.00
Avg. price 1M:   4.46
Avg. volume 1M:   0.00
Avg. price 6M:   2.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.22%
Volatility 6M:   212.66%
Volatility 1Y:   -
Volatility 3Y:   -