Morgan Stanley Call 110 GWRE 21.06.2024
/ DE000ME4AK95
Morgan Stanley Call 110 GWRE 21.0.../ DE000ME4AK95 /
| 2024-05-23 8:46:06 PM |
Chg.-0.10 |
Bid8:56:24 PM |
Ask8:56:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-7.75% |
1.19
Bid Size: 15,000 |
1.25
Ask Size: 15,000 |
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: |
7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
1.20 |
| Time value: |
0.23 |
| Break-even: |
115.92 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
3.62% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
6.38 |
| Rho: |
0.06 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.19 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+65.28% |
| 3 Months |
|
|
-31.21% |
| YTD |
|
|
-7.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.27 |
| 1M High / 1M Low: |
1.53 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.86 |
| Low (YTD): |
2024-04-19 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
