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

Stuttgart
08/07/2024  11:30:58 Chg.-0.02 Bid13:06:04 Ask13:06:04 Underlying Strike price Expiration date Option type
1.83EUR -1.08% 1.83
Bid Size: 2,000
2.01
Ask Size: 2,000
GuideWire Software I... 140.00 USD 21/03/2025 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: 21/03/2025
Issue date: 28/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.44
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -0.06
Time value: 2.00
Break-even: 149.32
Moneyness: 1.00
Premium: 0.16
Premium p.a.: 0.24
Spread abs.: 0.18
Spread %: 9.89%
Delta: 0.60
Theta: -0.04
Omega: 3.83
Rho: 0.40
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.02%
1 Month  
+52.50%
3 Months  
+147.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.71
1M High / 1M Low: 1.85 1.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -