Morgan Stanley Call 110 GWRE 21.03.2025
/ DE000MG0Z3T1
Morgan Stanley Call 110 GWRE 21.0.../ DE000MG0Z3T1 /
2024-05-23 5:48:21 PM |
Chg.+0.05 |
Bid6:06:38 PM |
Ask6:06:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.30EUR |
+2.22% |
2.31 Bid Size: 15,000 |
2.46 Ask Size: 15,000 |
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: |
4.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.41 |
Historic volatility: |
0.29 |
Parity: |
1.20 |
Time value: |
1.23 |
Break-even: |
125.92 |
Moneyness: |
1.12 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.15 |
Spread %: |
6.58% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
3.35 |
Rho: |
0.47 |
Quote data
Open: |
2.34 |
High: |
2.34 |
Low: |
2.30 |
Previous Close: |
2.25 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
+36.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.34 |
2.21 |
1M High / 1M Low: |
2.34 |
1.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |