Morgan Stanley Call 115 GWRE 21.06.2024
/ DE000ME4AKB8
Morgan Stanley Call 115 GWRE 21.0.../ DE000ME4AKB8 /
| 2024-05-13 8:08:25 PM |
Chg.-0.090 |
Bid8:13:40 PM |
Ask8:13:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-13.64% |
0.580
Bid Size: 40,000 |
0.620
Ask Size: 40,000 |
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: |
16.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
0.14 |
| Time value: |
0.52 |
| Break-even: |
113.38 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
9.50 |
| Rho: |
0.06 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.570 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+16.33% |
| 3 Months |
|
|
-54.40% |
| YTD |
|
|
-46.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.600 |
| 1M High / 1M Low: |
0.660 |
0.280 |
| 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: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
