Morgan Stanley Call 137.5 GWRE 20.09.2024
/ DE000ME4ABP7
Morgan Stanley Call 137.5 GWRE 20.../ DE000ME4ABP7 /
| 7/10/2024 2:17:54 PM |
Chg.+0.07 |
Bid6:21:39 PM |
Ask6:21:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+6.54% |
1.03
Bid Size: 25,000 |
1.19
Ask Size: 25,000 |
Guidewire Software I... |
137.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME4ABP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
137.50 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: |
10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
0.13 |
| Time value: |
1.12 |
| Break-even: |
139.65 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.14 |
| Spread %: |
12.61% |
| Delta: |
0.57 |
| Theta: |
-0.08 |
| Omega: |
5.90 |
| Rho: |
0.12 |
Quote data
| Open: |
1.12 |
| High: |
1.14 |
| Low: |
1.12 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+67.65% |
| 3 Months |
|
|
+322.22% |
| YTD |
|
|
+60.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.98 |
| 1M High / 1M Low: |
1.07 |
0.68 |
| 6M High / 6M Low: |
1.20 |
0.14 |
| High (YTD): |
3/8/2024 |
1.20 |
| Low (YTD): |
6/5/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.35% |
| Volatility 6M: |
|
550.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
