Morgan Stanley Call 107.5 GWRE 21.06.2024
/ DE000ME4AK87
Morgan Stanley Call 107.5 GWRE 21.../ DE000ME4AK87 /
| 2024-05-28 6:19:16 PM |
Chg.+0.02 |
Bid7:16:23 PM |
Ask7:16:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+1.49% |
1.34
Bid Size: 15,000 |
1.40
Ask Size: 15,000 |
Guidewire Software I... |
107.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AK8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 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: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
1.24 |
| Time value: |
0.20 |
| Break-even: |
113.37 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
3.60% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
6.29 |
| Rho: |
0.05 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.36 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.84% |
| 1 Month |
|
|
+40.21% |
| 3 Months |
|
|
-29.90% |
| YTD |
|
|
-4.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.34 |
| 1M High / 1M Low: |
1.74 |
0.82 |
| 6M High / 6M Low: |
2.02 |
0.58 |
| High (YTD): |
2024-03-04 |
2.02 |
| Low (YTD): |
2024-04-19 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.28% |
| Volatility 6M: |
|
146.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
