Morgan Stanley Put 100 GWRE 20.12.2024
/ DE000ME66JH9
Morgan Stanley Put 100 GWRE 20.12.../ DE000ME66JH9 /
| 2024-06-24 4:30:29 PM |
Chg.0.000 |
Bid8:33:27 PM |
Ask8:33:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.280
Bid Size: 25,000 |
0.380
Ask Size: 25,000 |
GuideWire Software I... |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME66JH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
-3.49 |
| Time value: |
0.36 |
| Break-even: |
89.96 |
| Moneyness: |
0.73 |
| Premium: |
0.30 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.11 |
| Spread %: |
44.00% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-4.72 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-28.95% |
| 3 Months |
|
|
-72.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.180 |
| 1M High / 1M Low: |
0.620 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
