Morgan Stanley Call 110 GWRE 21.03.2025
/ DE000MG0Z3T1
Morgan Stanley Call 110 GWRE 21.0.../ DE000MG0Z3T1 /
| 20/06/2024 17:57:55 |
Chg.0.00 |
Bid18:50:53 |
Ask18:50:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
0.00% |
3.22
Bid Size: 25,000 |
3.42
Ask Size: 25,000 |
GuideWire Software I... |
110.00 USD |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| 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: |
|
- |
