Morgan Stanley Call 122.5 GWRE 20.09.2024
/ DE000ME4ABH4
Morgan Stanley Call 122.5 GWRE 20.../ DE000ME4ABH4 /
02/08/2024 20:43:06 |
Chg.-0.51 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
2.58EUR |
-16.50% |
- Bid Size: - |
- Ask Size: - |
Guidewire Software I... |
122.50 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME4ABH |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Guidewire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
122.50 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: |
4.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.05 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.84 |
Historic volatility: |
0.29 |
Parity: |
1.96 |
Time value: |
0.74 |
Break-even: |
139.27 |
Moneyness: |
1.17 |
Premium: |
0.06 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.12 |
Spread %: |
4.65% |
Delta: |
0.76 |
Theta: |
-0.14 |
Omega: |
3.69 |
Rho: |
0.10 |
Quote data
Open: |
2.87 |
High: |
2.87 |
Low: |
2.58 |
Previous Close: |
3.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.86% |
1 Month |
|
|
+29.65% |
3 Months |
|
|
+322.95% |
YTD |
|
|
+138.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.23 |
2.58 |
1M High / 1M Low: |
3.23 |
1.92 |
6M High / 6M Low: |
3.23 |
0.38 |
High (YTD): |
31/07/2024 |
3.23 |
Low (YTD): |
19/04/2024 |
0.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.88% |
Volatility 6M: |
|
307.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |