Morgan Stanley Call 107.5 GWRE 19.07.2024
/ DE000ME4AH90
Morgan Stanley Call 107.5 GWRE 19.../ DE000ME4AH90 /
| 5/24/2024 6:59:31 PM |
Chg.- |
Bid9:14:34 AM |
Ask9:14:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
- |
1.48
Bid Size: 2,000 |
1.58
Ask Size: 2,000 |
Guidewire Software I... |
107.50 USD |
7/19/2024 |
Call |
Master data
| WKN: |
ME4AH9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
1.24 |
| Time value: |
0.30 |
| Break-even: |
114.51 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
3.36% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
5.71 |
| Rho: |
0.11 |
Quote data
| Open: |
1.52 |
| High: |
1.54 |
| Low: |
1.44 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.31% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-29.76% |
| YTD |
|
|
-5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.44 |
| 1M High / 1M Low: |
1.83 |
0.94 |
| 6M High / 6M Low: |
2.13 |
0.69 |
| High (YTD): |
3/4/2024 |
2.13 |
| Low (YTD): |
4/19/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.79% |
| Volatility 6M: |
|
131.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
