Morgan Stanley Call 105 GWRE 20.09.2024
/ DE000ME4AAG8
Morgan Stanley Call 105 GWRE 20.0.../ DE000ME4AAG8 /
2024-05-23 8:07:39 AM |
Chg.+0.11 |
Bid3:54:40 PM |
Ask3:54:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.20EUR |
+5.26% |
2.10 Bid Size: 15,000 |
2.15 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: |
2.20 |
Previous Close: |
2.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.77% |
1 Month |
|
|
+56.03% |
3 Months |
|
|
-10.93% |
YTD |
|
|
+18.92% |
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: |
|
- |