Morgan Stanley Call 150 GWRE 20.12.2024
/ DE000ME8HA54
Morgan Stanley Call 150 GWRE 20.1.../ DE000ME8HA54 /
| 06/09/2024 11:26:37 |
Chg.+0.11 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+9.91% |
-
Bid Size: - |
-
Ask Size: - |
GuideWire Software I... |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME8HA5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
1.06 |
| Time value: |
1.12 |
| Break-even: |
157.11 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.11 |
| Spread %: |
5.31% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
4.51 |
| Rho: |
0.22 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.48% |
| 1 Month |
|
|
-17.57% |
| 3 Months |
|
|
+79.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.11 |
| 1M High / 1M Low: |
1.77 |
1.11 |
| 6M High / 6M Low: |
2.00 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.27% |
| Volatility 6M: |
|
360.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
