Morgan Stanley Call 132.5 GWRE 20.09.2024
/ DE000ME4ABM4
Morgan Stanley Call 132.5 GWRE 20.../ DE000ME4ABM4 /
| 2024-06-25 2:14:40 PM |
Chg.-0.03 |
Bid3:09:02 PM |
Ask3:09:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-2.68% |
1.08
Bid Size: 3,750 |
1.23
Ask Size: 2,500 |
Guidewire Software I... |
132.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.50 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: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
0.25 |
| Time value: |
0.94 |
| Break-even: |
135.36 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.13 |
| Spread %: |
12.26% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
6.30 |
| Rho: |
0.15 |
Quote data
| Open: |
1.06 |
| High: |
1.09 |
| Low: |
1.06 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.54% |
| 1 Month |
|
|
+127.08% |
| 3 Months |
|
|
+67.69% |
| YTD |
|
|
+36.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.04 |
| 1M High / 1M Low: |
1.16 |
0.22 |
| 6M High / 6M Low: |
1.35 |
0.21 |
| High (YTD): |
2024-03-08 |
1.35 |
| Low (YTD): |
2024-04-19 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,121.52% |
| Volatility 6M: |
|
455.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
