Morgan Stanley Call 130 GWRE 20.09.2024
/ DE000ME4ABL6
Morgan Stanley Call 130 GWRE 20.0.../ DE000ME4ABL6 /
| 8/2/2024 8:43:06 PM |
Chg.-0.45 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-18.37% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
130.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4ABL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.29 |
| Parity: |
1.27 |
| Time value: |
0.85 |
| Break-even: |
140.35 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.12 |
| Spread %: |
6.00% |
| Delta: |
0.70 |
| Theta: |
-0.14 |
| Omega: |
4.36 |
| Rho: |
0.09 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.00 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
+132.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.00 |
| 1M High / 1M Low: |
2.61 |
1.37 |
| 6M High / 6M Low: |
2.61 |
0.23 |
| High (YTD): |
7/31/2024 |
2.61 |
| Low (YTD): |
4/19/2024 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
42 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.93% |
| Volatility 6M: |
|
413.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
