Morgan Stanley Call 110 GWRE 21.06.2024
/ DE000ME4AK95
Morgan Stanley Call 110 GWRE 21.0.../ DE000ME4AK95 /
| 2024-05-13 8:08:25 PM |
Chg.-0.100 |
Bid9:09:34 PM |
Ask9:09:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-10.42% |
0.890
Bid Size: 40,000 |
0.940
Ask Size: 40,000 |
Guidewire Software I... |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AK9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.61 |
| Time value: |
0.36 |
| Break-even: |
111.83 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
4.30% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
7.76 |
| Rho: |
0.07 |
Quote data
| Open: |
0.920 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
+17.81% |
| 3 Months |
|
|
-43.42% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.880 |
| 1M High / 1M Low: |
0.960 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.860 |
| Low (YTD): |
2024-04-19 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
