Morgan Stanley Call 112.5 GWRE 20.09.2024
/ DE000ME4ABD3
Morgan Stanley Call 112.5 GWRE 20.../ DE000ME4ABD3 /
| 2024-06-25 6:53:55 PM |
Chg.+0.05 |
Bid7:45:53 PM |
Ask7:45:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+1.92% |
2.64
Bid Size: 25,000 |
2.74
Ask Size: 25,000 |
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: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
2.11 |
| Time value: |
0.48 |
| Break-even: |
130.72 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
4.02% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
3.93 |
| Rho: |
0.18 |
Quote data
| Open: |
2.50 |
| High: |
2.65 |
| Low: |
2.50 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.92% |
| 1 Month |
|
|
+89.29% |
| 3 Months |
|
|
+93.43% |
| YTD |
|
|
+80.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.46 |
| 1M High / 1M Low: |
2.60 |
0.74 |
| 6M High / 6M Low: |
2.60 |
0.70 |
| High (YTD): |
2024-06-24 |
2.60 |
| Low (YTD): |
2024-04-19 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
483.23% |
| Volatility 6M: |
|
218.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
