Morgan Stanley Call 127.5 GWRE 20.09.2024
/ DE000ME4ABK8
Morgan Stanley Call 127.5 GWRE 20.../ DE000ME4ABK8 /
| 24/06/2024 18:42:17 |
Chg.+0.01 |
Bid22:00:03 |
Ask22:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+0.70% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
127.50 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.92 |
| Time value: |
0.74 |
| Break-even: |
135.89 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.12 |
| Spread %: |
7.79% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
5.32 |
| Rho: |
0.17 |
Quote data
| Open: |
1.52 |
| High: |
1.61 |
| Low: |
1.43 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
+123.44% |
| 3 Months |
|
|
+70.24% |
| YTD |
|
|
+53.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.34 |
| 1M High / 1M Low: |
1.46 |
0.29 |
| 6M High / 6M Low: |
1.52 |
0.27 |
| High (YTD): |
08/03/2024 |
1.52 |
| Low (YTD): |
19/04/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
884.74% |
| Volatility 6M: |
|
378.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
