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Morgan Stanley Call 125 GWRE 20.0.../  DE000ME4ABJ0  /

Stuttgart
2024-06-05  1:01:34 PM Chg.+0.060 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.400EUR +17.65% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 125.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ABJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 125.00 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: 27.58
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.26
Parity: -1.56
Time value: 0.36
Break-even: 118.47
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.83
Spread abs.: 0.04
Spread %: 12.50%
Delta: 0.30
Theta: -0.04
Omega: 8.25
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.82%
1 Month
  -34.43%
3 Months
  -68.75%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.340
1M High / 1M Low: 0.980 0.340
6M High / 6M Low: 1.620 0.320
High (YTD): 2024-03-08 1.620
Low (YTD): 2024-04-19 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   0.858
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.16%
Volatility 6M:   156.84%
Volatility 1Y:   -
Volatility 3Y:   -