Morgan Stanley Call 160 GWRE 20.1.../  DE000ME65J94  /

Stuttgart
2024-05-24  9:14:00 PM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 160.00 USD 2024-12-20 Call
 

Master data

WKN: ME65J9
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 160.00 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: 37.16
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -3.60
Time value: 0.30
Break-even: 150.51
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.69
Spread abs.: 0.04
Spread %: 15.38%
Delta: 0.20
Theta: -0.02
Omega: 7.53
Rho: 0.11
 

Quote data

Open: 0.260
High: 0.260
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month  
+16.28%
3 Months
  -68.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.320 0.197
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -