Morgan Stanley Call 105 GWRE 20.09.2024
/ DE000ME4AAG8
Morgan Stanley Call 105 GWRE 20.0.../ DE000ME4AAG8 /
| 2024-05-23 4:03:29 PM |
Chg.+0.02 |
Bid6:16:43 PM |
Ask6:16:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+0.96% |
2.17
Bid Size: 15,000 |
2.21
Ask Size: 15,000 |
Guidewire Software I... |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
1.66 |
| Time value: |
0.51 |
| Break-even: |
118.70 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.88% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
4.13 |
| Rho: |
0.22 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.11 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.47% |
| 1 Month |
|
|
+49.65% |
| 3 Months |
|
|
-14.57% |
| YTD |
|
|
+14.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.06 |
| 1M High / 1M Low: |
2.28 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
2.59 |
| Low (YTD): |
2024-04-19 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
