Morgan Stanley Call 112.5 GWRE 20.09.2024
/ DE000ME4ABD3
Morgan Stanley Call 112.5 GWRE 20.../ DE000ME4ABD3 /
8/6/2024 12:50:10 PM |
Chg.+0.24 |
Bid1:50:15 PM |
Ask1:50:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.28EUR |
+7.89% |
3.15 Bid Size: 1,000 |
3.26 Ask Size: 1,000 |
Guidewire Software I... |
112.50 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME4ABD |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Guidewire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
112.50 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: |
3.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
2.51 |
Implied volatility: |
1.05 |
Historic volatility: |
0.29 |
Parity: |
2.51 |
Time value: |
0.74 |
Break-even: |
135.23 |
Moneyness: |
1.24 |
Premium: |
0.06 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.21 |
Spread %: |
6.91% |
Delta: |
0.79 |
Theta: |
-0.16 |
Omega: |
3.09 |
Rho: |
0.08 |
Quote data
Open: |
3.19 |
High: |
3.28 |
Low: |
3.19 |
Previous Close: |
3.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.75% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+182.76% |
YTD |
|
|
+123.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.12 |
3.04 |
1M High / 1M Low: |
4.12 |
2.71 |
6M High / 6M Low: |
4.12 |
0.70 |
High (YTD): |
7/31/2024 |
4.12 |
Low (YTD): |
4/19/2024 |
0.70 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.65% |
Volatility 6M: |
|
215.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |