Morgan Stanley Call 107.5 GWRE 20.09.2024
/ DE000ME4ABB7
Morgan Stanley Call 107.5 GWRE 20.../ DE000ME4ABB7 /
| 09/07/2024 14:34:17 |
Chg.+0.22 |
Bid20:05:07 |
Ask20:05:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.48EUR |
+6.75% |
3.25
Bid Size: 25,000 |
3.40
Ask Size: 25,000 |
Guidewire Software I... |
107.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 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: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.30 |
| Parity: |
2.99 |
| Time value: |
0.53 |
| Break-even: |
134.45 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.17 |
| Spread %: |
5.07% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
3.06 |
| Rho: |
0.14 |
Quote data
| Open: |
3.49 |
| High: |
3.49 |
| Low: |
3.48 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.42% |
| 1 Month |
|
|
+42.04% |
| 3 Months |
|
|
+121.66% |
| YTD |
|
|
+102.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
3.24 |
| 1M High / 1M Low: |
3.30 |
2.59 |
| 6M High / 6M Low: |
3.30 |
0.93 |
| High (YTD): |
05/07/2024 |
3.30 |
| Low (YTD): |
19/04/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.00% |
| Volatility 6M: |
|
182.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
