Morgan Stanley Call 120 GWRE 21.06.2024
/ DE000ME4AKD4
Morgan Stanley Call 120 GWRE 21.0.../ DE000ME4AKD4 /
| 2024-05-23 4:03:36 PM |
Chg.+0.050 |
Bid4:59:24 PM |
Ask4:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+8.33% |
0.630
Bid Size: 15,000 |
0.680
Ask Size: 15,000 |
Guidewire Software I... |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AKD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
16.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.28 |
| Time value: |
0.43 |
| Break-even: |
117.95 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.61 |
| Theta: |
-0.10 |
| Omega: |
9.83 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.650 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
-43.97% |
| YTD |
|
|
-24.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.600 |
| 1M High / 1M Low: |
0.790 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
1.270 |
| Low (YTD): |
2024-04-19 |
0.177 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
