Morgan Stanley Call 120 GWRE 21.03.2025
/ DE000MG0Z3U9
Morgan Stanley Call 120 GWRE 21.0.../ DE000MG0Z3U9 /
| 2024-05-23 5:48:21 PM |
Chg.+0.05 |
Bid6:03:44 PM |
Ask6:03:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+2.98% |
1.74
Bid Size: 15,000 |
1.88
Ask Size: 15,000 |
GuideWire Software I... |
120.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG0Z3U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GuideWire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.28 |
| Time value: |
1.57 |
| Break-even: |
129.35 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.13 |
| Spread %: |
7.56% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.88 |
| Rho: |
0.44 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.73 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.76% |
| 1 Month |
|
|
+42.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.65 |
| 1M High / 1M Low: |
1.76 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
