Morgan Stanley Call 145 GWRE 20.09.2024
/ DE000ME4ABS1
Morgan Stanley Call 145 GWRE 20.0.../ DE000ME4ABS1 /
| 2024-05-23 4:03:34 PM |
Chg.+0.010 |
Bid5:35:20 PM |
Ask5:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.290
Bid Size: 15,000 |
0.330
Ask Size: 15,000 |
Guidewire Software I... |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
35.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-2.03 |
| Time value: |
0.32 |
| Break-even: |
137.15 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
9.10 |
| Rho: |
0.09 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+63.74% |
| 3 Months |
|
|
-63.16% |
| YTD |
|
|
-52.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.030 |
| Low (YTD): |
2024-04-19 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
