Morgan Stanley Call 110 GWRE 21.03.2025
/ DE000MG0Z3T1
Morgan Stanley Call 110 GWRE 21.0.../ DE000MG0Z3T1 /
| 2024-06-06 11:50:03 AM |
Chg.+0.80 |
Bid3:36:14 PM |
Ask3:36:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
+45.20% |
2.62
Bid Size: 40,000 |
2.77
Ask Size: 40,000 |
GuideWire Software I... |
110.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG0Z3T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.61 |
| Time value: |
0.93 |
| Break-even: |
126.56 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
6.28% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
3.50 |
| Rho: |
0.50 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.26% |
| 1 Month |
|
|
+40.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.41 |
| 1M High / 1M Low: |
2.34 |
1.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
