Morgan Stanley Call 115 GWRE 21.06.2024
/ DE000ME4AKB8
Morgan Stanley Call 115 GWRE 21.0.../ DE000ME4AKB8 /
| 2024-05-23 8:46:06 PM |
Chg.-0.080 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AKB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.74 |
| Time value: |
0.30 |
| Break-even: |
116.63 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.05 |
| Spread %: |
5.05% |
| Delta: |
0.73 |
| Theta: |
-0.09 |
| Omega: |
7.94 |
| Rho: |
0.06 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.840 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
+78.72% |
| 3 Months |
|
|
-41.26% |
| YTD |
|
|
-20.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.910 |
| 1M High / 1M Low: |
1.130 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
1.540 |
| Low (YTD): |
2024-04-19 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
