Morgan Stanley Call 112.5 GWRE 20.09.2024
/ DE000ME4ABD3
Morgan Stanley Call 112.5 GWRE 20.../ DE000ME4ABD3 /
| 2024-06-24 6:42:12 PM |
Chg.+0.04 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
+1.56% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
112.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.50 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: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
2.32 |
| Time value: |
0.47 |
| Break-even: |
133.16 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
3.72% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
3.78 |
| Rho: |
0.19 |
Quote data
| Open: |
2.69 |
| High: |
2.79 |
| Low: |
2.60 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.00% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+80.56% |
| YTD |
|
|
+76.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.43 |
| 1M High / 1M Low: |
2.56 |
0.74 |
| 6M High / 6M Low: |
2.56 |
0.70 |
| High (YTD): |
2024-06-21 |
2.56 |
| Low (YTD): |
2024-04-19 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.11% |
| Volatility 6M: |
|
219.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
