Morgan Stanley Call 127.5 GWRE 21.06.2024
/ DE000ME4AKG7
Morgan Stanley Call 127.5 GWRE 21.../ DE000ME4AKG7 /
| 2024-05-13 8:08:25 PM |
Chg.-0.034 |
Bid9:35:49 PM |
Ask9:35:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
-16.50% |
0.179
Bid Size: 40,000 |
0.211
Ask Size: 40,000 |
Guidewire Software I... |
127.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AKG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 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: |
48.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-1.02 |
| Time value: |
0.22 |
| Break-even: |
120.59 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.03 |
| Spread %: |
17.55% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
13.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.206 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.88% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
-73.54% |
| YTD |
|
|
-73.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.212 |
0.193 |
| 1M High / 1M Low: |
0.212 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-15 |
0.820 |
| Low (YTD): |
2024-04-19 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
