Morgan Stanley Put 100 GWRE 21.03.2025
/ DE000MG0ZJG2
Morgan Stanley Put 100 GWRE 21.03.../ DE000MG0ZJG2 /
02/08/2024 21:16:43 |
Chg.+0.040 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+4.30% |
- Bid Size: - |
- Ask Size: - |
GuideWire Software I... |
100.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
MG0ZJG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GuideWire Software Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
28/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.81 |
Historic volatility: |
0.29 |
Parity: |
-4.02 |
Time value: |
1.14 |
Break-even: |
80.25 |
Moneyness: |
0.69 |
Premium: |
0.39 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.18 |
Spread %: |
18.75% |
Delta: |
-0.18 |
Theta: |
-0.04 |
Omega: |
-2.06 |
Rho: |
-0.22 |
Quote data
Open: |
0.940 |
High: |
0.970 |
Low: |
0.940 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+49.23% |
1 Month |
|
|
+110.87% |
3 Months |
|
|
+38.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.770 |
1M High / 1M Low: |
0.970 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.713 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |