Morgan Stanley Call 107.5 GWRE 21.06.2024
/ DE000ME4AK87
Morgan Stanley Call 107.5 GWRE 21.../ DE000ME4AK87 /
| 13/05/2024 14:09:12 |
Chg.-0.03 |
Bid16:21:08 |
Ask16:21:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-2.63% |
1.07
Bid Size: 40,000 |
1.12
Ask Size: 40,000 |
Guidewire Software I... |
107.50 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
0.84 |
| Time value: |
0.30 |
| Break-even: |
111.21 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
4.59% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
7.08 |
| Rho: |
0.07 |
Quote data
| Open: |
1.10 |
| High: |
1.11 |
| Low: |
1.10 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
+27.59% |
| 3 Months |
|
|
-33.93% |
| YTD |
|
|
-22.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.05 |
| 1M High / 1M Low: |
1.14 |
0.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
04/03/2024 |
2.02 |
| Low (YTD): |
19/04/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
