Morgan Stanley Call 102.5 GWRE 21.06.2024
/ DE000ME4AK61
Morgan Stanley Call 102.5 GWRE 21.../ DE000ME4AK61 /
| 2024-05-13 8:08:23 PM |
Chg.-0.13 |
Bid9:37:02 PM |
Ask9:37:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-8.44% |
1.43
Bid Size: 40,000 |
1.48
Ask Size: 40,000 |
Guidewire Software I... |
102.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AK6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
1.31 |
| Time value: |
0.22 |
| Break-even: |
110.47 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.68% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
5.79 |
| Rho: |
0.08 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.41 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.40% |
| 1 Month |
|
|
+17.50% |
| 3 Months |
|
|
-29.85% |
| YTD |
|
|
-17.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.43 |
| 1M High / 1M Low: |
1.54 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
2.38 |
| Low (YTD): |
2024-04-19 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
