Morgan Stanley Call 150 GWRE 19.07.2024
/ DE000ME4AHS8
Morgan Stanley Call 150 GWRE 19.0.../ DE000ME4AHS8 /
2024-05-13 2:09:10 PM |
Chg.-0.018 |
Bid4:36:52 PM |
Ask4:36:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
-24.32% |
0.069 Bid Size: 40,000 |
0.102 Ask Size: 40,000 |
Guidewire Software I... |
150.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
ME4AHS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Guidewire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
104.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.29 |
Parity: |
-3.10 |
Time value: |
0.10 |
Break-even: |
140.31 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
3.11 |
Spread abs.: |
0.03 |
Spread %: |
42.47% |
Delta: |
0.11 |
Theta: |
-0.03 |
Omega: |
11.81 |
Rho: |
0.02 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.056 |
Previous Close: |
0.074 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.33% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-86.67% |
YTD |
|
|
-86.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.078 |
0.072 |
1M High / 1M Low: |
0.078 |
0.043 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-08 |
0.710 |
Low (YTD): |
2024-04-19 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |