Morgan Stanley Call 120 GWRE 21.0.../  DE000MG0Z3U9  /

Stuttgart
6/21/2024  5:34:27 PM Chg.+0.10 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.63EUR +3.95% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 120.00 USD 3/21/2025 Call
 

Master data

WKN: MG0Z3U
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 4.37
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 1.62
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 1.62
Time value: 1.32
Break-even: 141.63
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.18
Spread %: 6.52%
Delta: 0.73
Theta: -0.04
Omega: 3.18
Rho: 0.48
 

Quote data

Open: 2.62
High: 2.63
Low: 2.62
Previous Close: 2.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.68%
1 Month  
+64.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 2.51
1M High / 1M Low: 2.63 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -