Morgan Stanley Call 142.5 GWRE 19.07.2024
/ DE000ME4AHP4
Morgan Stanley Call 142.5 GWRE 19.../ DE000ME4AHP4 /
2024-05-24 6:59:34 PM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.101EUR |
- |
- Bid Size: - |
- Ask Size: - |
Guidewire Software I... |
142.50 USD |
2024-07-19 |
Call |
Master data
WKN: |
ME4AHP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Guidewire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 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: |
76.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
-1.99 |
Time value: |
0.15 |
Break-even: |
132.84 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
2.34 |
Spread abs.: |
0.04 |
Spread %: |
33.95% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
13.00 |
Rho: |
0.03 |
Quote data
Open: |
0.100 |
High: |
0.101 |
Low: |
0.100 |
Previous Close: |
0.109 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.29% |
1 Month |
|
|
+2.02% |
3 Months |
|
|
-82.59% |
YTD |
|
|
-78.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.161 |
0.101 |
1M High / 1M Low: |
0.161 |
0.089 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-08 |
0.810 |
Low (YTD): |
2024-04-18 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.127 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |