Morgan Stanley Put 100 GWRE 21.03.../  DE000MG0ZJG2  /

Stuttgart
2024-05-24  6:54:03 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.530EUR +1.92% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 100.00 USD 2025-03-21 Put
 

Master data

WKN: MG0ZJG
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Put
Strike price: 100.00 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: -19.56
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -1.93
Time value: 0.57
Break-even: 86.49
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 9.62%
Delta: -0.21
Theta: -0.02
Omega: -4.14
Rho: -0.24
 

Quote data

Open: 0.500
High: 0.560
Low: 0.500
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.490
1M High / 1M Low: 0.740 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -