Morgan Stanley Call 150 GWRE 20.12.2024
/ DE000ME8HA54
Morgan Stanley Call 150 GWRE 20.1.../ DE000ME8HA54 /
| 2024-07-10 6:12:37 PM |
Chg.0.00 |
Bid7:50:39 PM |
Ask7:50:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
0.00% |
1.10
Bid Size: 25,000 |
1.21
Ask Size: 25,000 |
GuideWire Software I... |
150.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
-1.03 |
| Time value: |
1.30 |
| Break-even: |
151.71 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.11 |
| Spread %: |
9.24% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
4.81 |
| Rho: |
0.22 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.16 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.73% |
| 1 Month |
|
|
+63.38% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.02 |
| 1M High / 1M Low: |
1.16 |
0.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
