Morgan Stanley Call 110 GWRE 21.03.2025
/ DE000MG0Z3T1
Morgan Stanley Call 110 GWRE 21.0.../ DE000MG0Z3T1 /
6/20/2024 5:57:55 PM |
Chg.0.00 |
Bid8:26:24 PM |
Ask8:26:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.19EUR |
0.00% |
3.27 Bid Size: 25,000 |
3.47 Ask Size: 25,000 |
GuideWire Software I... |
110.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG0Z3T |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GuideWire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
3/28/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.96 |
Intrinsic value: |
2.37 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
2.37 |
Time value: |
1.04 |
Break-even: |
136.45 |
Moneyness: |
1.23 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.29 |
Spread %: |
9.29% |
Delta: |
0.78 |
Theta: |
-0.03 |
Omega: |
2.90 |
Rho: |
0.49 |
Quote data
Open: |
3.29 |
High: |
3.29 |
Low: |
3.19 |
Previous Close: |
3.19 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.63% |
1 Month |
|
|
+36.32% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.20 |
3.02 |
1M High / 1M Low: |
3.20 |
1.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |