Morgan Stanley Call 152.5 GWRE 19.07.2024
/ DE000ME4A9J9
Morgan Stanley Call 152.5 GWRE 19.../ DE000ME4A9J9 /
| 2024-05-23 6:52:42 PM |
Chg.+0.002 |
Bid8:50:43 PM |
Ask8:50:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+2.74% |
0.070
Bid Size: 15,000 |
0.105
Ask Size: 15,000 |
Guidewire Software I... |
152.50 USD |
2024-07-19 |
Call |
Master data
| WKN: |
ME4A9J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.50 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: |
100.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
-2.72 |
| Time value: |
0.11 |
| Break-even: |
142.01 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
3.17 |
| Spread abs.: |
0.04 |
| Spread %: |
52.70% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
12.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.075 |
| Low: |
0.061 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.54% |
| 1 Month |
|
|
+11.94% |
| 3 Months |
|
|
-82.95% |
| YTD |
|
|
-81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.073 |
| 1M High / 1M Low: |
0.088 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.690 |
| Low (YTD): |
2024-04-19 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
