Morgan Stanley Call 125 GWRE 20.09.2024
/ DE000ME4ABJ0
Morgan Stanley Call 125 GWRE 20.0.../ DE000ME4ABJ0 /
| 10/07/2024 14:17:56 |
Chg.+0.10 |
Bid15:57:22 |
Ask15:57:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+5.35% |
1.85
Bid Size: 25,000 |
1.97
Ask Size: 25,000 |
Guidewire Software I... |
125.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 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: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
1.28 |
| Time value: |
0.76 |
| Break-even: |
135.99 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.10 |
| Spread %: |
5.15% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
4.50 |
| Rho: |
0.14 |
Quote data
| Open: |
1.95 |
| High: |
1.97 |
| Low: |
1.95 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.44% |
| 1 Month |
|
|
+51.54% |
| 3 Months |
|
|
+264.81% |
| YTD |
|
|
+97.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.80 |
| 1M High / 1M Low: |
1.88 |
1.30 |
| 6M High / 6M Low: |
1.88 |
0.32 |
| High (YTD): |
05/07/2024 |
1.88 |
| Low (YTD): |
19/04/2024 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.59% |
| Volatility 6M: |
|
344.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
