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

Stuttgart
2024-05-24  6:59:34 PM Chg.-0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.620EUR -6.06% -
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: 15.70
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.08
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 0.08
Time value: 0.63
Break-even: 117.73
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 5.97%
Delta: 0.57
Theta: -0.06
Omega: 8.88
Rho: 0.08
 

Quote data

Open: 0.680
High: 0.690
Low: 0.620
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month  
+37.78%
3 Months
  -54.07%
YTD
  -35.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.620
1M High / 1M Low: 0.910 0.380
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:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -