Morgan Stanley Call 140 GWRE 21.0.../  DE000MG0Z3W5  /

Stuttgart
2024-05-24  6:53:59 PM Chg.-0.050 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.780EUR -6.02% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 140.00 USD 2025-03-21 Call
 

Master data

WKN: MG0Z3W
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 12.53
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -1.76
Time value: 0.89
Break-even: 137.97
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.30
Spread abs.: 0.08
Spread %: 9.88%
Delta: 0.42
Theta: -0.03
Omega: 5.22
Rho: 0.31
 

Quote data

Open: 0.830
High: 0.830
Low: 0.740
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+23.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.780
1M High / 1M Low: 0.930 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -