Morgan Stanley Call 142.5 GWRE 20.09.2024
/ DE000ME4ABR3
Morgan Stanley Call 142.5 GWRE 20.../ DE000ME4ABR3 /
| 09/07/2024 20:17:42 |
Chg.+0.080 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
142.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.50 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: |
13.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-0.24 |
| Time value: |
0.96 |
| Break-even: |
141.17 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.14 |
| Spread %: |
17.07% |
| Delta: |
0.52 |
| Theta: |
-0.08 |
| Omega: |
6.96 |
| Rho: |
0.11 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.840 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+82.61% |
| 3 Months |
|
|
+211.11% |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.740 |
| 1M High / 1M Low: |
0.790 |
0.510 |
| 6M High / 6M Low: |
1.080 |
0.089 |
| High (YTD): |
08/03/2024 |
1.080 |
| Low (YTD): |
05/06/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.765 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.69% |
| Volatility 6M: |
|
670.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
