Morgan Stanley Call 120 GWRE 20.12.2024
/ DE000ME65J60
Morgan Stanley Call 120 GWRE 20.1.../ DE000ME65J60 /
| 2024-05-23 5:08:25 PM |
Chg.+0.01 |
Bid6:07:13 PM |
Ask6:07:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+0.68% |
1.49
Bid Size: 15,000 |
1.56
Ask Size: 15,000 |
GuideWire Software I... |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME65J6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.28 |
| Time value: |
1.26 |
| Break-even: |
126.25 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
4.05% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
4.58 |
| Rho: |
0.32 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.47 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
+45.54% |
| 3 Months |
|
|
-23.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.40 |
| 1M High / 1M Low: |
1.56 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
