Morgan Stanley Call 112.5 GWRE 21.06.2024
/ DE000ME4AKA0
Morgan Stanley Call 112.5 GWRE 21.../ DE000ME4AKA0 /
| 28/05/2024 11:20:06 |
Chg.+0.050 |
Bid13:09:08 |
Ask13:09:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+5.21% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
112.50 USD |
21/06/2024 |
Call |
Master data
| WKN: |
ME4AKA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.50 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.29 |
| Parity: |
0.78 |
| Time value: |
0.31 |
| Break-even: |
114.48 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.08 |
| Spread %: |
7.92% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
7.40 |
| Rho: |
0.05 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.48% |
| 1 Month |
|
|
+50.75% |
| 3 Months |
|
|
-37.65% |
| YTD |
|
|
-13.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.960 |
| 1M High / 1M Low: |
1.320 |
0.550 |
| 6M High / 6M Low: |
1.690 |
0.360 |
| High (YTD): |
04/03/2024 |
1.690 |
| Low (YTD): |
19/04/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.010 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.63% |
| Volatility 6M: |
|
157.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
