Morgan Stanley Call 120 GWRE 20.09.2024
/ DE000ME4ABG6
Morgan Stanley Call 120 GWRE 20.0.../ DE000ME4ABG6 /
2024-06-06 3:53:51 PM |
Chg.+0.800 |
Bid7:33:48 PM |
Ask7:33:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
+135.59% |
1.550 Bid Size: 40,000 |
1.620 Ask Size: 40,000 |
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: |
1.390 |
Low: |
1.370 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+82.89% |
1 Month |
|
|
+75.95% |
3 Months |
|
|
-5.44% |
YTD |
|
|
+18.80% |
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: |
|
- |