Morgan Stanley Call 102.5 GWRE 19.07.2024
/ DE000ME4AH74
Morgan Stanley Call 102.5 GWRE 19.../ DE000ME4AH74 /
| 2024-05-24 6:59:34 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
102.50 - |
2024-07-19 |
Call |
Master data
| WKN: |
ME4AH7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.31 |
| Parity: |
1.47 |
| Time value: |
0.48 |
| Break-even: |
122.00 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
2.63% |
| Delta: |
0.76 |
| Theta: |
-0.11 |
| Omega: |
4.57 |
| Rho: |
0.08 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.84 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.85% |
| 3 Months |
|
|
-12.80% |
| YTD |
|
|
+1.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.25 |
1.51 |
| 6M High / 6M Low: |
2.47 |
0.96 |
| High (YTD): |
2024-03-04 |
2.47 |
| Low (YTD): |
2024-04-19 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.05% |
| Volatility 6M: |
|
118.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
