Morgan Stanley Call 140 GWRE 21.0.../  DE000MG0Z3W5  /

Stuttgart
6/24/2024  5:13:42 PM Chg.-0.01 Bid9:10:59 PM Ask9:10:59 PM Underlying Strike price Expiration date Option type
1.54EUR -0.65% 1.54
Bid Size: 25,000
1.70
Ask Size: 25,000
GuideWire Software I... 140.00 USD 3/21/2025 Call
 

Master data

WKN: MG0Z3W
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 7.06
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -0.25
Time value: 1.82
Break-even: 149.19
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.22
Spread abs.: 0.17
Spread %: 10.30%
Delta: 0.58
Theta: -0.04
Omega: 4.07
Rho: 0.41
 

Quote data

Open: 1.71
High: 1.71
Low: 1.54
Previous Close: 1.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.21%
1 Month  
+97.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 1.44
1M High / 1M Low: 1.55 0.49
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   443.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -