Morgan Stanley Call 112.5 GWRE 20.09.2024
/ DE000ME4ABD3
Morgan Stanley Call 112.5 GWRE 20.../ DE000ME4ABD3 /
| 2024-07-10 6:59:32 PM |
Chg.-0.15 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-5.24% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
112.50 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.30 |
| Parity: |
2.44 |
| Time value: |
0.64 |
| Break-even: |
134.83 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.15 |
| Spread %: |
5.12% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
3.32 |
| Rho: |
0.14 |
Quote data
| Open: |
2.95 |
| High: |
2.97 |
| Low: |
2.71 |
| Previous Close: |
2.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.21% |
| 1 Month |
|
|
+24.31% |
| 3 Months |
|
|
+158.10% |
| YTD |
|
|
+84.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.80 |
| 1M High / 1M Low: |
2.87 |
2.18 |
| 6M High / 6M Low: |
2.87 |
0.70 |
| High (YTD): |
2024-07-05 |
2.87 |
| Low (YTD): |
2024-04-19 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.34% |
| Volatility 6M: |
|
215.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
