Morgan Stanley Call 170 GWRE 21.0.../  DE000MG5TH10  /

Stuttgart
8/2/2024  8:22:50 PM Chg.-0.14 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.42EUR -8.97% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 170.00 USD 3/21/2025 Call
 

Master data

WKN: MG5TH1
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 3/21/2025
Issue date: 6/13/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.08
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.29
Parity: -1.95
Time value: 1.71
Break-even: 174.71
Moneyness: 0.88
Premium: 0.27
Premium p.a.: 0.45
Spread abs.: 0.12
Spread %: 7.55%
Delta: 0.48
Theta: -0.05
Omega: 3.87
Rho: 0.31
 

Quote data

Open: 1.37
High: 1.42
Low: 1.37
Previous Close: 1.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.70%
1 Month  
+63.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.42
1M High / 1M Low: 1.61 0.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -