Morgan Stanley Call 147.5 GWRE 20.09.2024
/ DE000ME4ABT9
Morgan Stanley Call 147.5 GWRE 20.../ DE000ME4ABT9 /
| 24/06/2024 18:42:17 |
Chg.-0.010 |
Bid22:00:01 |
Ask22:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
147.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
147.50 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: |
18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-0.95 |
| Time value: |
0.68 |
| Break-even: |
144.81 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.14 |
| Spread %: |
25.93% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
7.80 |
| Rho: |
0.11 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
+133.01% |
| 3 Months |
|
|
-5.88% |
| YTD |
|
|
-15.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.049 |
| 6M High / 6M Low: |
1.000 |
0.049 |
| High (YTD): |
08/03/2024 |
1.000 |
| Low (YTD): |
05/06/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,420.50% |
| Volatility 6M: |
|
969.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
