Morgan Stanley Call 122.5 GWRE 19.07.2024
/ DE000ME4AHF5
Morgan Stanley Call 122.5 GWRE 19.../ DE000ME4AHF5 /
| 2024-05-24 6:59:31 PM |
Chg.- |
Bid9:00:02 AM |
Ask9:00:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
122.50 USD |
2024-07-19 |
Call |
Master data
| WKN: |
ME4AHF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.15 |
| Time value: |
0.59 |
| Break-even: |
118.84 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
7.27% |
| Delta: |
0.51 |
| Theta: |
-0.06 |
| Omega: |
9.58 |
| Rho: |
0.07 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.520 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
+40.54% |
| 3 Months |
|
|
-57.02% |
| YTD |
|
|
-40.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.520 |
| 1M High / 1M Low: |
0.770 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-07 |
1.300 |
| Low (YTD): |
2024-04-19 |
0.204 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
