Morgan Stanley Call 110 GWRE 20.09.2024
/ DE000ME4ABC5
Morgan Stanley Call 110 GWRE 20.0.../ DE000ME4ABC5 /
| 7/29/2024 8:33:54 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
110.00 - |
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 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
7/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.29 |
| Parity: |
2.28 |
| Time value: |
1.86 |
| Break-even: |
151.40 |
| Moneyness: |
1.21 |
| Premium: |
0.14 |
| Premium p.a.: |
2.77 |
| Spread abs.: |
0.11 |
| Spread %: |
2.73% |
| Delta: |
0.73 |
| Theta: |
-0.37 |
| Omega: |
2.35 |
| Rho: |
0.06 |
Quote data
| Open: |
4.05 |
| High: |
4.07 |
| Low: |
4.02 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.82% |
| 3 Months |
|
|
+118.48% |
| YTD |
|
|
+152.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.02 |
3.07 |
| 6M High / 6M Low: |
4.02 |
0.81 |
| High (YTD): |
7/29/2024 |
4.02 |
| Low (YTD): |
4/19/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.70% |
| Volatility 6M: |
|
206.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
