Morgan Stanley Call 127.5 GWRE 19.07.2024
/ DE000ME4AHH1
Morgan Stanley Call 127.5 GWRE 19.../ DE000ME4AHH1 /
| 2024-05-24 6:59:31 PM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
127.50 USD |
2024-07-19 |
Call |
Master data
| WKN: |
ME4AHH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 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: |
27.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.61 |
| Time value: |
0.40 |
| Break-even: |
121.55 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.39 |
| Theta: |
-0.06 |
| Omega: |
10.96 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
+32.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-54.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.330 |
| 1M High / 1M Low: |
0.530 |
0.211 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.150 |
| Low (YTD): |
2024-04-19 |
0.139 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
