Morgan Stanley Call 150 GWRE 20.09.2024
/ DE000ME4ABU7
Morgan Stanley Call 150 GWRE 20.0.../ DE000ME4ABU7 /
| 2024-05-23 8:46:06 PM |
Chg.-0.021 |
Bid9:05:53 PM |
Ask9:05:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.191EUR |
-9.91% |
0.194
Bid Size: 15,000 |
0.228
Ask Size: 15,000 |
Guidewire Software I... |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4ABU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
45.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-2.49 |
| Time value: |
0.25 |
| Break-even: |
141.07 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.04 |
| Spread %: |
19.05% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
9.52 |
| Rho: |
0.07 |
Quote data
| Open: |
0.210 |
| High: |
0.220 |
| Low: |
0.191 |
| Previous Close: |
0.212 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.96% |
| 1 Month |
|
|
+37.41% |
| 3 Months |
|
|
-71.49% |
| YTD |
|
|
-64.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.212 |
| 1M High / 1M Low: |
0.250 |
0.139 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.960 |
| Low (YTD): |
2024-04-19 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
