Morgan Stanley Call 147.5 GWRE 20.09.2024
/ DE000ME4ABT9
Morgan Stanley Call 147.5 GWRE 20.../ DE000ME4ABT9 /
| 02/08/2024 16:02:54 |
Chg.-0.23 |
Bid18:00:01 |
Ask18:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-18.40% |
1.04
Bid Size: 25,000 |
1.15
Ask Size: 25,000 |
Guidewire Software I... |
147.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
147.50 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: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.29 |
| Parity: |
0.14 |
| Time value: |
1.20 |
| Break-even: |
150.15 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.11 |
| Spread %: |
8.94% |
| Delta: |
0.57 |
| Theta: |
-0.13 |
| Omega: |
5.88 |
| Rho: |
0.09 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.02 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.97% |
| 1 Month |
|
|
+75.86% |
| 3 Months |
|
|
+537.50% |
| YTD |
|
|
+78.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.03 |
| 1M High / 1M Low: |
1.35 |
0.56 |
| 6M High / 6M Low: |
1.35 |
0.05 |
| High (YTD): |
31/07/2024 |
1.35 |
| Low (YTD): |
05/06/2024 |
0.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.30% |
| Volatility 6M: |
|
961.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
