Morgan Stanley Call 120 GWRE 20.12.2024
/ DE000ME65J60
Morgan Stanley Call 120 GWRE 20.1.../ DE000ME65J60 /
9/20/2024 9:12:49 PM |
Chg.-0.09 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.25EUR |
-1.69% |
- Bid Size: - |
- Ask Size: - |
GuideWire Software I... |
120.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME65J6 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
GuideWire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.98 |
Intrinsic value: |
4.89 |
Implied volatility: |
0.83 |
Historic volatility: |
0.29 |
Parity: |
4.89 |
Time value: |
0.58 |
Break-even: |
162.20 |
Moneyness: |
1.45 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.11 |
Spread %: |
2.05% |
Delta: |
0.87 |
Theta: |
-0.08 |
Omega: |
2.49 |
Rho: |
0.20 |
Quote data
Open: |
5.32 |
High: |
5.32 |
Low: |
5.25 |
Previous Close: |
5.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.74% |
1 Month |
|
|
+58.61% |
3 Months |
|
|
+118.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.34 |
5.18 |
1M High / 1M Low: |
5.34 |
2.81 |
6M High / 6M Low: |
5.34 |
0.72 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.41 |
Avg. volume 6M: |
|
3.36 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.35% |
Volatility 6M: |
|
202.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |