Morgan Stanley Call 105 GWRE 21.06.2024
/ DE000ME4AK79
Morgan Stanley Call 105 GWRE 21.0.../ DE000ME4AK79 /
| 2024-05-13 2:09:12 PM |
Chg.-0.03 |
Bid4:21:08 PM |
Ask4:21:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
-2.26% |
1.26
Bid Size: 40,000 |
1.31
Ask Size: 40,000 |
Guidewire Software I... |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AK7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
1.07 |
| Time value: |
0.26 |
| Break-even: |
110.79 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
3.10% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
6.39 |
| Rho: |
0.08 |
Quote data
| Open: |
1.29 |
| High: |
1.30 |
| Low: |
1.29 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.69% |
| 1 Month |
|
|
+26.21% |
| 3 Months |
|
|
-29.35% |
| YTD |
|
|
-17.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.23 |
| 1M High / 1M Low: |
1.33 |
0.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
2.19 |
| Low (YTD): |
2024-04-19 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
