Morgan Stanley Call 110 GWRE 20.09.2024
/ DE000ME4ABC5
Morgan Stanley Call 110 GWRE 20.0.../ DE000ME4ABC5 /
| 7/10/2024 6:59:32 PM |
Chg.-0.16 |
Bid8:39:29 PM |
Ask8:39:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
-5.21% |
2.99
Bid Size: 25,000 |
3.14
Ask Size: 25,000 |
Guidewire Software I... |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4ABC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.30 |
| Parity: |
2.67 |
| Time value: |
0.62 |
| Break-even: |
134.62 |
| Moneyness: |
1.26 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
4.78% |
| Delta: |
0.81 |
| Theta: |
-0.09 |
| Omega: |
3.16 |
| Rho: |
0.14 |
Quote data
| Open: |
3.15 |
| High: |
3.18 |
| Low: |
2.91 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.64% |
| 1 Month |
|
|
+22.27% |
| 3 Months |
|
|
+146.61% |
| YTD |
|
|
+83.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
3.02 |
| 1M High / 1M Low: |
3.09 |
2.38 |
| 6M High / 6M Low: |
3.09 |
0.81 |
| High (YTD): |
7/5/2024 |
3.09 |
| Low (YTD): |
4/19/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.44% |
| Volatility 6M: |
|
199.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
