Morgan Stanley Call 142.5 GWRE 20.09.2024
/ DE000ME4ABR3
Morgan Stanley Call 142.5 GWRE 20.../ DE000ME4ABR3 /
| 8/2/2024 8:43:06 PM |
Chg.-0.32 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-20.78% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
142.50 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.29 |
| Parity: |
0.60 |
| Time value: |
1.03 |
| Break-even: |
148.41 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.11 |
| Spread %: |
7.24% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
5.32 |
| Rho: |
0.09 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.22 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+58.44% |
| 3 Months |
|
|
+510.00% |
| YTD |
|
|
+96.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.30 |
| 1M High / 1M Low: |
1.66 |
0.74 |
| 6M High / 6M Low: |
1.66 |
0.09 |
| High (YTD): |
7/31/2024 |
1.66 |
| Low (YTD): |
6/5/2024 |
0.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.33% |
| Volatility 6M: |
|
670.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
