Morgan Stanley Call 132.5 GWRE 21.06.2024
/ DE000ME4AKJ1
Morgan Stanley Call 132.5 GWRE 21.../ DE000ME4AKJ1 /
| 2024-05-13 8:07:41 AM |
Chg.-0.024 |
Bid11:35:24 AM |
Ask11:35:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
-18.32% |
0.106
Bid Size: 2,000 |
0.192
Ask Size: 2,000 |
Guidewire Software I... |
132.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME4AKJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.50 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: |
71.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
-1.48 |
| Time value: |
0.15 |
| Break-even: |
124.53 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
2.72 |
| Spread abs.: |
0.03 |
| Spread %: |
24.79% |
| Delta: |
0.20 |
| Theta: |
-0.05 |
| Omega: |
14.16 |
| Rho: |
0.02 |
Quote data
| Open: |
0.107 |
| High: |
0.107 |
| Low: |
0.107 |
| Previous Close: |
0.131 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.40% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
-79.42% |
| YTD |
|
|
-80.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.125 |
| 1M High / 1M Low: |
0.138 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
0.660 |
| Low (YTD): |
2024-04-19 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
