Morgan Stanley Call 97.5 GWRE 20.09.2024
/ DE000ME4AAD5
Morgan Stanley Call 97.5 GWRE 20..../ DE000ME4AAD5 /
| 2024-05-23 4:03:29 PM |
Chg.+0.03 |
Bid4:20:28 PM |
Ask4:20:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+1.12% |
2.75
Bid Size: 15,000 |
2.79
Ask Size: 15,000 |
Guidewire Software I... |
97.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME4AAD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Guidewire Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 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: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
2.36 |
| Time value: |
0.41 |
| Break-even: |
117.77 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.47% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
3.46 |
| Rho: |
0.22 |
Quote data
| Open: |
2.79 |
| High: |
2.79 |
| Low: |
2.71 |
| Previous Close: |
2.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.41% |
| 3 Months |
|
|
-9.36% |
| YTD |
|
|
+18.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.65 |
| 1M High / 1M Low: |
2.87 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
3.11 |
| Low (YTD): |
2024-04-19 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
