Morgan Stanley Call 150 GWRE 20.09.2024
/ DE000ME4ABU7
Morgan Stanley Call 150 GWRE 20.0.../ DE000ME4ABU7 /
| 20/08/2024 08:06:49 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
150.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
20/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.29 |
| Parity: |
0.23 |
| Time value: |
0.60 |
| Break-even: |
158.30 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
3.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.58 |
| Theta: |
-0.35 |
| Omega: |
10.61 |
| Rho: |
0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
+136.36% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.020 |
0.780 |
| 6M High / 6M Low: |
1.210 |
0.039 |
| High (YTD): |
31/07/2024 |
1.210 |
| Low (YTD): |
05/06/2024 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.04% |
| Volatility 6M: |
|
1,114.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
