Morgan Stanley Call 122.5 GWRE 20.09.2024
/ DE000ME4ABH4
Morgan Stanley Call 122.5 GWRE 20.../ DE000ME4ABH4 /
| 10/07/2024 08:07:08 |
Chg.+0.08 |
Bid08:55:03 |
Ask08:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+3.88% |
2.13
Bid Size: 2,000 |
2.25
Ask Size: 2,000 |
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: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
1.61 |
| Time value: |
0.62 |
| Break-even: |
135.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.13 |
| Spread %: |
6.19% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
4.36 |
| Rho: |
0.15 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.54% |
| 1 Month |
|
|
+47.59% |
| 3 Months |
|
|
+245.16% |
| YTD |
|
|
+98.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.99 |
| 1M High / 1M Low: |
2.07 |
1.45 |
| 6M High / 6M Low: |
2.07 |
0.38 |
| High (YTD): |
05/07/2024 |
2.07 |
| Low (YTD): |
19/04/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.96% |
| Volatility 6M: |
|
307.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
