Morgan Stanley Call 120 GWRE 19.0.../  DE000ME4AHE8  /

Stuttgart
2024-05-10  6:53:30 PM Chg.+0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.530EUR +3.92% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 120.00 USD 2024-07-19 Call
 

Master data

WKN: ME4AHE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-28
Last trading day: 2024-07-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.04
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -0.32
Time value: 0.54
Break-even: 116.80
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.47
Theta: -0.05
Omega: 9.45
Rho: 0.09
 

Quote data

Open: 0.530
High: 0.540
Low: 0.530
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.19%
1 Month  
+23.26%
3 Months
  -56.56%
YTD
  -44.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.500
1M High / 1M Low: 0.530 0.250
6M High / 6M Low: - -
High (YTD): 2024-03-08 1.480
Low (YTD): 2024-04-19 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -