Morgan Stanley Call 140 GWRE 20.09.2024
/ DE000ME4ABQ5
Morgan Stanley Call 140 GWRE 20.0.../ DE000ME4ABQ5 /
| 31/07/2024 16:31:17 |
Chg.+0.10 |
Bid17:49:25 |
Ask17:49:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+5.85% |
2.01
Bid Size: 25,000 |
2.11
Ask Size: 25,000 |
Guidewire Software I... |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.30 |
| Parity: |
0.90 |
| Time value: |
0.95 |
| Break-even: |
147.94 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.11 |
| Spread %: |
6.32% |
| Delta: |
0.66 |
| Theta: |
-0.13 |
| Omega: |
4.94 |
| Rho: |
0.10 |
Quote data
| Open: |
1.78 |
| High: |
1.81 |
| Low: |
1.78 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.12% |
| 1 Month |
|
|
+112.94% |
| 3 Months |
|
|
+722.73% |
| YTD |
|
|
+174.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.32 |
| 1M High / 1M Low: |
1.71 |
0.81 |
| 6M High / 6M Low: |
1.71 |
0.11 |
| High (YTD): |
30/07/2024 |
1.71 |
| Low (YTD): |
05/06/2024 |
0.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.31% |
| Volatility 6M: |
|
628.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
