Morgan Stanley Call 112.5 GWRE 21.06.2024
/ DE000ME4AKA0
Morgan Stanley Call 112.5 GWRE 21.../ DE000ME4AKA0 /
| 5/24/2024 6:59:34 PM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
112.50 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
0.78 |
| Time value: |
0.27 |
| Break-even: |
114.22 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
7.84 |
| Rho: |
0.05 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.960 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
+43.28% |
| 3 Months |
|
|
-40.74% |
| YTD |
|
|
-17.95% |
| 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): |
3/4/2024 |
1.690 |
| Low (YTD): |
4/19/2024 |
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: |
|
- |
