Morgan Stanley Call 160 GWRE 20.12.2024
/ DE000ME65J94
Morgan Stanley Call 160 GWRE 20.1.../ DE000ME65J94 /
| 25/09/2024 21:22:05 |
Chg.- |
Bid10:06:28 |
Ask10:06:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
- |
2.44
Bid Size: 1,250 |
2.56
Ask Size: 1,250 |
GuideWire Software I... |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME65J9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
1.51 |
| Time value: |
0.91 |
| Break-even: |
167.96 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.11 |
| Spread %: |
4.76% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
4.67 |
| Rho: |
0.21 |
Quote data
| Open: |
2.19 |
| High: |
2.33 |
| Low: |
2.19 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.87% |
| 1 Month |
|
|
+128.43% |
| 3 Months |
|
|
+281.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
2.07 |
| 1M High / 1M Low: |
2.33 |
0.75 |
| 6M High / 6M Low: |
2.33 |
0.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
63.49 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
526.78% |
| Volatility 6M: |
|
472.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
