Morgan Stanley Call 122.5 GWRE 20.09.2024
/ DE000ME4ABH4
Morgan Stanley Call 122.5 GWRE 20.../ DE000ME4ABH4 /
| 8/5/2024 7:15:01 PM |
Chg.-0.35 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-13.57% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
122.50 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.29 |
| Parity: |
1.96 |
| Time value: |
0.74 |
| Break-even: |
139.27 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.12 |
| Spread %: |
4.65% |
| Delta: |
0.76 |
| Theta: |
-0.15 |
| Omega: |
3.69 |
| Rho: |
0.09 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.63% |
| 1 Month |
|
|
+7.73% |
| 3 Months |
|
|
+265.57% |
| YTD |
|
|
+106.48% |
| 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): |
7/31/2024 |
3.23 |
| Low (YTD): |
4/19/2024 |
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: |
|
- |
