Morgan Stanley Call 127.5 GWRE 20.09.2024
/ DE000ME4ABK8
Morgan Stanley Call 127.5 GWRE 20.../ DE000ME4ABK8 /
| 09/07/2024 20:17:41 |
Chg.+0.04 |
Bid20:36:56 |
Ask20:36:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+2.42% |
1.68
Bid Size: 25,000 |
1.79
Ask Size: 25,000 |
Guidewire Software I... |
127.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 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: |
7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
1.15 |
| Time value: |
0.69 |
| Break-even: |
136.12 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.11 |
| Spread %: |
6.36% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
4.98 |
| Rho: |
0.15 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.69 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.42% |
| 1 Month |
|
|
+60.95% |
| 3 Months |
|
|
+181.67% |
| YTD |
|
|
+81.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.61 |
| 1M High / 1M Low: |
1.68 |
1.15 |
| 6M High / 6M Low: |
1.68 |
0.27 |
| High (YTD): |
05/07/2024 |
1.68 |
| Low (YTD): |
19/04/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.92% |
| Volatility 6M: |
|
375.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
