Morgan Stanley Call 95 GWRE 20.09.2024
/ DE000ME4AAC7
Morgan Stanley Call 95 GWRE 20.09.../ DE000ME4AAC7 /
| 2024-05-23 8:46:05 PM |
Chg.-0.14 |
Bid9:40:42 PM |
Ask9:40:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-4.84% |
2.79
Bid Size: 15,000 |
2.84
Ask Size: 15,000 |
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: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.29 |
| Parity: |
2.59 |
| Time value: |
0.39 |
| Break-even: |
117.56 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.71% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
3.27 |
| Rho: |
0.22 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
2.75 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
+29.72% |
| 3 Months |
|
|
-13.25% |
| YTD |
|
|
+11.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.85 |
| 1M High / 1M Low: |
3.08 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
3.30 |
| Low (YTD): |
2024-04-19 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
