Morgan Stanley Call 147.5 GWRE 19.07.2024
/ DE000ME4AHR0
Morgan Stanley Call 147.5 GWRE 19.../ DE000ME4AHR0 /
| 2024-05-23 8:46:06 PM |
Chg.-0.001 |
Bid9:27:02 PM |
Ask9:27:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-1.18% |
0.084
Bid Size: 15,000 |
0.119
Ask Size: 15,000 |
Guidewire Software I... |
147.50 USD |
2024-07-19 |
Call |
Master data
| WKN: |
ME4AHR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
147.50 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: |
85.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-2.26 |
| Time value: |
0.13 |
| Break-even: |
137.59 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
2.40 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
12.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.085 |
| High: |
0.092 |
| Low: |
0.084 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
-82.86% |
| YTD |
|
|
-80.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.085 |
| 1M High / 1M Low: |
0.115 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.740 |
| Low (YTD): |
2024-04-19 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
