Morgan Stanley Call 117.5 GWRE 19.../  DE000ME4AHD0  /

Stuttgart
2024-06-03  8:07:14 AM Chg.- Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
0.410EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 117.50 - 2024-07-19 Call
 

Master data

WKN: ME4AHD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 117.50 -
Maturity: 2024-07-19
Issue date: 2023-11-28
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.91
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.31
Parity: -0.03
Time value: 0.42
Break-even: 121.70
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.53
Theta: -0.05
Omega: 14.68
Rho: 0.07
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.350
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -24.07%
1 Month
  -31.67%
3 Months
  -67.97%
YTD
  -60.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.350
1M High / 1M Low: 1.070 0.350
6M High / 6M Low: 1.610 0.300
High (YTD): 2024-03-08 1.610
Low (YTD): 2024-04-19 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.433
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   0.888
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.12%
Volatility 6M:   169.97%
Volatility 1Y:   -
Volatility 3Y:   -