Morgan Stanley Call 120 GWRE 19.07.2024
/ DE000ME4AHE8
Morgan Stanley Call 120 GWRE 19.0.../ DE000ME4AHE8 /
| 24/05/2024 18:59:34 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
120.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
ME4AHE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.08 |
| Time value: |
0.63 |
| Break-even: |
117.73 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
8.87 |
| Rho: |
0.08 |
Quote data
| Open: |
0.680 |
| High: |
0.690 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.06% |
| 1 Month |
|
|
+37.78% |
| 3 Months |
|
|
-53.03% |
| YTD |
|
|
-35.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.620 |
| 1M High / 1M Low: |
0.910 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/03/2024 |
1.480 |
| Low (YTD): |
19/04/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
