Morgan Stanley Call 115 GWRE 20.09.2024
/ DE000ME4ABE1
Morgan Stanley Call 115 GWRE 20.0.../ DE000ME4ABE1 /
| 2024-06-20 2:23:34 PM |
Chg.+0.05 |
Bid6:54:22 PM |
Ask6:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+2.21% |
2.25
Bid Size: 25,000 |
2.36
Ask Size: 25,000 |
Guidewire Software I... |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.91 |
| Time value: |
0.47 |
| Break-even: |
130.81 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.19 |
| Spread %: |
8.68% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
4.24 |
| Rho: |
0.19 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.31 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
+55.03% |
| 3 Months |
|
|
+73.68% |
| YTD |
|
|
+69.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
2.07 |
| 1M High / 1M Low: |
2.36 |
0.63 |
| 6M High / 6M Low: |
2.36 |
0.61 |
| High (YTD): |
2024-06-11 |
2.36 |
| Low (YTD): |
2024-04-19 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
504.17% |
| Volatility 6M: |
|
235.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
