Morgan Stanley Call 130 GWRE 21.0.../  DE000ME4AKH5  /

Stuttgart
2024-05-24  6:59:36 PM Chg.-0.017 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.174EUR -8.90% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 130.00 USD 2024-06-21 Call
 

Master data

WKN: ME4AKH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 130.00 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: 49.55
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -0.84
Time value: 0.23
Break-even: 122.10
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 2.42
Spread abs.: 0.04
Spread %: 21.62%
Delta: 0.29
Theta: -0.09
Omega: 14.55
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.190
Low: 0.174
Previous Close: 0.191
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.35%
1 Month  
+19.18%
3 Months
  -70.00%
YTD
  -71.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.174
1M High / 1M Low: 0.310 0.120
6M High / 6M Low: - -
High (YTD): 2024-02-15 0.720
Low (YTD): 2024-04-19 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -