Morgan Stanley Call 95 GWRE 20.09.2024
/ DE000ME4AAC7
Morgan Stanley Call 95 GWRE 20.09.../ DE000ME4AAC7 /
| 2024-06-05 1:01:33 PM |
Chg.+0.48 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
+27.43% |
-
Bid Size: - |
-
Ask Size: - |
Guidewire Software I... |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
1.20 |
| Time value: |
0.51 |
| Break-even: |
104.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
3.01% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
4.37 |
| Rho: |
0.17 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.11% |
| 1 Month |
|
|
-4.70% |
| 3 Months |
|
|
-22.84% |
| YTD |
|
|
-9.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.75 |
| 1M High / 1M Low: |
3.08 |
1.75 |
| 6M High / 6M Low: |
3.30 |
1.54 |
| High (YTD): |
2024-03-04 |
3.30 |
| Low (YTD): |
2024-04-19 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.19% |
| Volatility 6M: |
|
97.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
