Morgan Stanley Call 137.5 GWRE 20.09.2024
/ DE000ME4ABP7
Morgan Stanley Call 137.5 GWRE 20.../ DE000ME4ABP7 /
| 20/08/2024 08:06:49 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
137.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
137.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
1.48 |
| Time value: |
0.11 |
| Break-even: |
153.40 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
8.36 |
| Rho: |
0.03 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.06% |
| 3 Months |
|
|
+123.53% |
| YTD |
|
|
+114.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.72 |
1.52 |
| 6M High / 6M Low: |
2.01 |
0.14 |
| High (YTD): |
31/07/2024 |
2.01 |
| Low (YTD): |
05/06/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.50% |
| Volatility 6M: |
|
578.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
