Morgan Stanley Call 112.5 GWRE 21.06.2024
/ DE000ME4AKA0
Morgan Stanley Call 112.5 GWRE 21.../ DE000ME4AKA0 /
| 5/13/2024 2:09:14 PM |
Chg.-0.040 |
Bid3:32:21 PM |
Ask3:32:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-5.00% |
0.780
Bid Size: 40,000 |
0.820
Ask Size: 40,000 |
Guidewire Software I... |
112.50 USD |
6/21/2024 |
Call |
Master data
| WKN: |
ME4AKA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.50 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
0.38 |
| Time value: |
0.42 |
| Break-even: |
112.45 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
8.68 |
| Rho: |
0.07 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-44.93% |
| YTD |
|
|
-35.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.730 |
| 1M High / 1M Low: |
0.800 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/4/2024 |
1.690 |
| Low (YTD): |
4/19/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
