Morgan Stanley Call 95 GWRE 20.09.2024
/ DE000ME4AAC7
Morgan Stanley Call 95 GWRE 20.09.../ DE000ME4AAC7 /
| 2024-06-20 2:23:34 PM |
Chg.+0.06 |
Bid3:46:38 PM |
Ask3:46:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.03EUR |
+1.51% |
3.95
Bid Size: 25,000 |
4.05
Ask Size: 25,000 |
Guidewire Software I... |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
3.77 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.31 |
| Parity: |
3.77 |
| Time value: |
0.32 |
| Break-even: |
129.30 |
| Moneyness: |
1.43 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.20 |
| Spread %: |
5.14% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
2.76 |
| Rho: |
0.18 |
Quote data
| Open: |
4.03 |
| High: |
4.03 |
| Low: |
4.03 |
| Previous Close: |
3.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.47% |
| 1 Month |
|
|
+34.33% |
| 3 Months |
|
|
+56.81% |
| YTD |
|
|
+63.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.75 |
| 1M High / 1M Low: |
4.07 |
1.75 |
| 6M High / 6M Low: |
4.07 |
1.70 |
| High (YTD): |
2024-06-11 |
4.07 |
| Low (YTD): |
2024-04-19 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.21% |
| Volatility 6M: |
|
127.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
