Morgan Stanley Call 117.5 GWRE 20.09.2024
/ DE000ME4ABF8
Morgan Stanley Call 117.5 GWRE 20.../ DE000ME4ABF8 /
| 09/07/2024 14:34:17 |
Chg.+0.20 |
Bid17:16:20 |
Ask17:16:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+8.26% |
2.44
Bid Size: 25,000 |
2.57
Ask Size: 25,000 |
Guidewire Software I... |
117.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
117.50 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: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.30 |
| Parity: |
2.07 |
| Time value: |
0.58 |
| Break-even: |
134.99 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.15 |
| Spread %: |
6.00% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
3.83 |
| Rho: |
0.15 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.62 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.71% |
| 1 Month |
|
|
+56.89% |
| 3 Months |
|
|
+162.00% |
| YTD |
|
|
+107.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.38 |
| 1M High / 1M Low: |
2.46 |
1.80 |
| 6M High / 6M Low: |
2.46 |
0.52 |
| High (YTD): |
05/07/2024 |
2.46 |
| Low (YTD): |
19/04/2024 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.20% |
| Volatility 6M: |
|
256.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
