Morgan Stanley Call 140 GWRE 20.09.2024
/ DE000ME4ABQ5
Morgan Stanley Call 140 GWRE 20.0.../ DE000ME4ABQ5 /
| 2024-05-23 4:03:32 PM |
Chg.+0.010 |
Bid4:50:59 PM |
Ask4:50:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.370
Bid Size: 15,000 |
0.410
Ask Size: 15,000 |
Guidewire Software I... |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
27.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-1.57 |
| Time value: |
0.41 |
| Break-even: |
133.43 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
8.66 |
| Rho: |
0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
+68.95% |
| 3 Months |
|
|
-57.47% |
| YTD |
|
|
-43.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.430 |
0.218 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.140 |
| Low (YTD): |
2024-04-19 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
