Morgan Stanley Call 135 GWRE 20.09.2024
/ DE000ME4ABN2
Morgan Stanley Call 135 GWRE 20.0.../ DE000ME4ABN2 /
| 2024-05-23 4:03:32 PM |
Chg.+0.030 |
Bid4:56:57 PM |
Ask4:56:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+6.38% |
0.490
Bid Size: 15,000 |
0.530
Ask Size: 15,000 |
Guidewire Software I... |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-1.11 |
| Time value: |
0.54 |
| Break-even: |
130.11 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.04 |
| Spread %: |
8.00% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
8.01 |
| Rho: |
0.12 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+78.57% |
| 3 Months |
|
|
-50.50% |
| YTD |
|
|
-34.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.230 |
| Low (YTD): |
2024-04-19 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
