Morgan Stanley Call 120 GWRE 20.09.2024
/ DE000ME4ABG6
Morgan Stanley Call 120 GWRE 20.0.../ DE000ME4ABG6 /
| 2024-06-06 8:44:39 PM |
Chg.+1.000 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+169.49% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.31 |
| Parity: |
0.69 |
| Time value: |
0.53 |
| Break-even: |
122.56 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
5.17% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
6.67 |
| Rho: |
0.20 |
Quote data
| Open: |
1.370 |
| High: |
1.590 |
| Low: |
1.370 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+109.21% |
| 1 Month |
|
|
+101.27% |
| 3 Months |
|
|
+8.16% |
| YTD |
|
|
+35.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.460 |
| 1M High / 1M Low: |
1.250 |
0.460 |
| 6M High / 6M Low: |
1.830 |
0.440 |
| High (YTD): |
2024-03-08 |
1.830 |
| Low (YTD): |
2024-04-19 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.034 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.98% |
| Volatility 6M: |
|
149.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
