Morgan Stanley Call 110 GWRE 20.09.2024
/ DE000ME4ABC5
Morgan Stanley Call 110 GWRE 20.0.../ DE000ME4ABC5 /
| 08/07/2024 18:37:35 |
Chg.- |
Bid12:09:18 |
Ask12:09:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
110.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.30 |
| Parity: |
2.76 |
| Time value: |
0.54 |
| Break-even: |
134.56 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.16 |
| Spread %: |
5.10% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
3.22 |
| Rho: |
0.15 |
Quote data
| Open: |
3.05 |
| High: |
3.07 |
| Low: |
3.05 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.16% |
| 3 Months |
|
|
+116.31% |
| YTD |
|
|
+91.82% |
| 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): |
05/07/2024 |
3.09 |
| Low (YTD): |
19/04/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.46% |
| Volatility 6M: |
|
199.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
