Morgan Stanley Call 170 GWRE 20.12.2024
/ DE000MG5TH28
Morgan Stanley Call 170 GWRE 20.1.../ DE000MG5TH28 /
| 18/10/2024 17:48:21 |
Chg.-0.07 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-2.67% |
-
Bid Size: - |
-
Ask Size: - |
GuideWire Software I... |
170.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG5TH2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
1.76 |
| Time value: |
0.85 |
| Break-even: |
182.52 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.10 |
| Spread %: |
3.98% |
| Delta: |
0.73 |
| Theta: |
-0.12 |
| Omega: |
4.84 |
| Rho: |
0.17 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.55 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
+73.47% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.43 |
| 1M High / 1M Low: |
2.66 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
