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Morgan Stanley Call 115 GWRE 21.0.../  DE000ME4AKB8  /

Stuttgart
2024-05-24  6:59:34 PM Chg.- Bid8:52:00 AM Ask8:52:00 AM Underlying Strike price Expiration date Option type
0.780EUR - 0.820
Bid Size: 2,000		 0.920
Ask Size: 2,000		 Guidewire Software I... 115.00 USD 2024-06-21 Call
 

Master data

WKN: ME4AKB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.81
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.55
Implied volatility: 0.47
Historic volatility: 0.29
Parity: 0.55
Time value: 0.32
Break-even: 114.72
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 6.10%
Delta: 0.69
Theta: -0.10
Omega: 8.81
Rho: 0.05
 

Quote data

Open: 0.860
High: 0.860
Low: 0.780
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.97%
1 Month  
+41.82%
3 Months
  -46.94%
YTD
  -26.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.780
1M High / 1M Low: 1.130 0.440
6M High / 6M Low: 1.540 0.280
High (YTD): 2024-03-04 1.540
Low (YTD): 2024-04-19 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.917
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   0.891
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.88%
Volatility 6M:   169.24%
Volatility 1Y:   -
Volatility 3Y:   -