Morgan Stanley Call 130 GWRE 20.09.2024
/ DE000ME4ABL6
Morgan Stanley Call 130 GWRE 20.0.../ DE000ME4ABL6 /
| 25/06/2024 08:06:48 |
Chg.-0.07 |
Bid09:36:14 |
Ask09:36:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-5.47% |
1.19
Bid Size: 3,750 |
1.33
Ask Size: 2,500 |
Guidewire Software I... |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
0.48 |
| Time value: |
0.86 |
| Break-even: |
134.53 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.13 |
| Spread %: |
10.74% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
5.92 |
| Rho: |
0.16 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
+120.00% |
| 3 Months |
|
|
+70.42% |
| YTD |
|
|
+40.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.18 |
| 1M High / 1M Low: |
1.30 |
0.25 |
| 6M High / 6M Low: |
1.42 |
0.23 |
| High (YTD): |
08/03/2024 |
1.42 |
| Low (YTD): |
19/04/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
42.68 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,008.07% |
| Volatility 6M: |
|
414.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
