Morgan Stanley Call 122.5 GWRE 20.09.2024
/ DE000ME4ABH4
Morgan Stanley Call 122.5 GWRE 20.../ DE000ME4ABH4 /
| 2024-06-17 6:35:11 PM |
Chg.+0.13 |
Bid8:23:43 PM |
Ask8:23:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+8.39% |
1.80
Bid Size: 25,000 |
1.85
Ask Size: 25,000 |
Guidewire Software I... |
122.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 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: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
0.99 |
| Time value: |
0.64 |
| Break-even: |
130.76 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
3.82% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
5.41 |
| Rho: |
0.19 |
Quote data
| Open: |
1.57 |
| High: |
1.68 |
| Low: |
1.57 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.86% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.45 |
| 1M High / 1M Low: |
1.79 |
0.40 |
| 6M High / 6M Low: |
1.79 |
0.38 |
| High (YTD): |
2024-06-11 |
1.79 |
| Low (YTD): |
2024-04-19 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
714.85% |
| Volatility 6M: |
|
308.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
