Morgan Stanley Call 155 GWRE 20.09.2024
/ DE000ME4ABW3
Morgan Stanley Call 155 GWRE 20.0.../ DE000ME4ABW3 /
| 02/08/2024 20:43:06 |
Chg.-0.170 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-18.68% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
155.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4ABW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
13.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.29 |
| Parity: |
-0.56 |
| Time value: |
1.02 |
| Break-even: |
153.90 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.11 |
| Spread %: |
12.09% |
| Delta: |
0.48 |
| Theta: |
-0.13 |
| Omega: |
6.53 |
| Rho: |
0.08 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.740 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
+85.00% |
| 3 Months |
|
|
+496.77% |
| YTD |
|
|
+48.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.740 |
| 1M High / 1M Low: |
0.990 |
0.400 |
| 6M High / 6M Low: |
0.990 |
0.025 |
| High (YTD): |
31/07/2024 |
0.990 |
| Low (YTD): |
05/06/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.04% |
| Volatility 6M: |
|
1,271.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
