Morgan Stanley Call 102.5 GWRE 20.09.2024
/ DE000ME4AAF0
Morgan Stanley Call 102.5 GWRE 20.../ DE000ME4AAF0 /
| 2024-06-25 8:06:45 AM |
Chg.-0.10 |
Bid11:26:23 AM |
Ask11:26:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
-2.90% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
102.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.31 |
| Parity: |
3.04 |
| Time value: |
0.41 |
| Break-even: |
130.01 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.11 |
| Spread %: |
3.29% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.13 |
| Rho: |
0.18 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.18% |
| 1 Month |
|
|
+59.52% |
| 3 Months |
|
|
+70.92% |
| YTD |
|
|
+68.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
3.30 |
| 1M High / 1M Low: |
3.45 |
1.25 |
| 6M High / 6M Low: |
3.45 |
1.21 |
| High (YTD): |
2024-06-24 |
3.45 |
| Low (YTD): |
2024-04-19 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.10% |
| Volatility 6M: |
|
159.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
