Morgan Stanley Call 127.5 GWRE 20.09.2024
/ DE000ME4ABK8
Morgan Stanley Call 127.5 GWRE 20.../ DE000ME4ABK8 /
| 8/2/2024 8:43:06 PM |
Chg.-0.48 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-17.98% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
127.50 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.29 |
| Parity: |
1.99 |
| Time value: |
0.74 |
| Break-even: |
145.50 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.11 |
| Spread %: |
4.20% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
3.82 |
| Rho: |
0.10 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.19 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.98% |
| 1 Month |
|
|
+36.02% |
| 3 Months |
|
|
+376.09% |
| YTD |
|
|
+135.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.19 |
| 1M High / 1M Low: |
2.81 |
1.54 |
| 6M High / 6M Low: |
2.81 |
0.27 |
| High (YTD): |
7/31/2024 |
2.81 |
| Low (YTD): |
4/19/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.51% |
| Volatility 6M: |
|
375.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
