Morgan Stanley Call 150 GWRE 20.12.2024
/ DE000ME8HA54
Morgan Stanley Call 150 GWRE 20.1.../ DE000ME8HA54 /
| 25/09/2024 17:50:06 |
Chg.- |
Bid08:17:09 |
Ask08:17:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
- |
3.22
Bid Size: 1,000 |
3.34
Ask Size: 1,000 |
GuideWire Software I... |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME8HA5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
2.33 |
| Time value: |
0.74 |
| Break-even: |
164.74 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.11 |
| Spread %: |
3.72% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
3.97 |
| Rho: |
0.21 |
Quote data
| Open: |
2.93 |
| High: |
3.08 |
| Low: |
2.93 |
| Previous Close: |
2.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
+113.89% |
| 3 Months |
|
|
+262.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.80 |
| 1M High / 1M Low: |
3.08 |
1.11 |
| 6M High / 6M Low: |
3.08 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.54% |
| Volatility 6M: |
|
388.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
