Morgan Stanley Call 160 GWRE 20.12.2024
/ DE000ME65J94
Morgan Stanley Call 160 GWRE 20.1.../ DE000ME65J94 /
| 2024-10-28 5:34:31 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GuideWire Software I... |
160.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME65J9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.28 |
| Parity: |
1.03 |
| Time value: |
2.23 |
| Break-even: |
192.60 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.16 |
| Spread %: |
5.16% |
| Delta: |
0.64 |
| Theta: |
-0.30 |
| Omega: |
3.36 |
| Rho: |
0.09 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.12 |
| Previous Close: |
3.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.85% |
| 3 Months |
|
|
+173.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.39 |
2.80 |
| 6M High / 6M Low: |
3.39 |
0.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
65.57 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.14% |
| Volatility 6M: |
|
476.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
