Morgan Stanley Call 152.5 GWRE 20.09.2024
/ DE000ME4ABV5
Morgan Stanley Call 152.5 GWRE 20.../ DE000ME4ABV5 /
| 02/08/2024 20:43:06 |
Chg.-0.210 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-20.59% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
152.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.50 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: |
12.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.29 |
| Parity: |
-0.33 |
| Time value: |
1.11 |
| Break-even: |
152.48 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.11 |
| Spread %: |
11.00% |
| Delta: |
0.51 |
| Theta: |
-0.13 |
| Omega: |
6.36 |
| Rho: |
0.08 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.810 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+495.59% |
| YTD |
|
|
+55.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.810 |
| 1M High / 1M Low: |
1.090 |
0.440 |
| 6M High / 6M Low: |
1.090 |
0.034 |
| High (YTD): |
31/07/2024 |
1.090 |
| Low (YTD): |
05/06/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.34% |
| Volatility 6M: |
|
1,027.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
