Morgan Stanley Call 100 GWRE 19.07.2024
/ DE000ME4AH66
Morgan Stanley Call 100 GWRE 19.0.../ DE000ME4AH66 /
| 2024-05-23 4:03:31 PM |
Chg.+0.06 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+2.70% |
2.18
Bid Size: 15,000 |
2.23
Ask Size: 15,000 |
Guidewire Software I... |
100.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
ME4AH6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.29 |
| Parity: |
2.13 |
| Time value: |
0.23 |
| Break-even: |
115.98 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.16% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
4.17 |
| Rho: |
0.12 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.28 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+53.02% |
| 3 Months |
|
|
-10.24% |
| YTD |
|
|
+16.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.22 |
| 1M High / 1M Low: |
2.46 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
2.65 |
| Low (YTD): |
2024-04-19 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
