Morgan Stanley Call 127.5 GWRE 20.09.2024
/ DE000ME4ABK8
Morgan Stanley Call 127.5 GWRE 20.../ DE000ME4ABK8 /
| 2024-06-17 1:02:20 PM |
Chg.+0.02 |
Bid4:57:10 PM |
Ask4:57:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+1.63% |
1.25
Bid Size: 25,000 |
1.31
Ask Size: 25,000 |
Guidewire Software I... |
127.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 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: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.53 |
| Time value: |
0.79 |
| Break-even: |
132.33 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
5.60% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
6.04 |
| Rho: |
0.17 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+68.92% |
| 3 Months |
|
|
+40.45% |
| YTD |
|
|
+34.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.15 |
| 1M High / 1M Low: |
1.46 |
0.29 |
| 6M High / 6M Low: |
1.52 |
0.27 |
| High (YTD): |
2024-03-08 |
1.52 |
| Low (YTD): |
2024-04-19 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
891.04% |
| Volatility 6M: |
|
376.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
