Morgan Stanley Call 110 GWRE 20.09.2024
/ DE000ME4ABC5
Morgan Stanley Call 110 GWRE 20.0.../ DE000ME4ABC5 /
| 6/25/2024 2:14:41 PM |
Chg.-0.06 |
Bid5:18:12 PM |
Ask5:18:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-2.14% |
2.85
Bid Size: 25,000 |
2.95
Ask Size: 25,000 |
Guidewire Software I... |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4ABC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.31 |
| Parity: |
2.34 |
| Time value: |
0.46 |
| Break-even: |
130.50 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
3.32% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
3.70 |
| Rho: |
0.18 |
Quote data
| Open: |
2.72 |
| High: |
2.75 |
| Low: |
2.72 |
| Previous Close: |
2.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+77.42% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+72.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.66 |
| 1M High / 1M Low: |
2.81 |
0.85 |
| 6M High / 6M Low: |
2.81 |
0.81 |
| High (YTD): |
6/24/2024 |
2.81 |
| Low (YTD): |
4/19/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
441.01% |
| Volatility 6M: |
|
201.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
