Morgan Stanley Call 112.5 GWRE 20.09.2024
/ DE000ME4ABD3
Morgan Stanley Call 112.5 GWRE 20.../ DE000ME4ABD3 /
| 6/17/2024 6:35:11 PM |
Chg.+0.13 |
Bid6:35:17 PM |
Ask6:35:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
+5.65% |
2.44
Bid Size: 25,000 |
2.50
Ask Size: 25,000 |
Guidewire Software I... |
112.50 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
1.93 |
| Time value: |
0.44 |
| Break-even: |
128.81 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.16% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
4.25 |
| Rho: |
0.20 |
Quote data
| Open: |
2.32 |
| High: |
2.43 |
| Low: |
2.32 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.47% |
| 1 Month |
|
|
+57.79% |
| 3 Months |
|
|
+64.19% |
| YTD |
|
|
+65.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.18 |
| 1M High / 1M Low: |
2.56 |
0.74 |
| 6M High / 6M Low: |
2.56 |
0.70 |
| High (YTD): |
6/11/2024 |
2.56 |
| Low (YTD): |
4/19/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.32% |
| Volatility 6M: |
|
218.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
