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Morgan Stanley Call 132.5 GWRE 20.../  DE000ME4ABM4  /

Stuttgart
2024-06-06  3:53:51 PM Chg.+0.531 Bid6:01:37 PM Ask6:01:37 PM Underlying Strike price Expiration date Option type
0.750EUR +242.47% 0.820
Bid Size: 40,000		 0.900
Ask Size: 40,000		 Guidewire Software I... 132.50 USD 2024-09-20 Call
 

Master data

WKN: ME4ABM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 132.50 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: 18.03
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.31
Parity: -0.46
Time value: 0.65
Break-even: 128.35
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 6.56%
Delta: 0.47
Theta: -0.04
Omega: 8.44
Rho: 0.14
 

Quote data

Open: 0.730
High: 0.750
Low: 0.730
Previous Close: 0.219
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+108.33%
1 Month  
+87.50%
3 Months
  -29.25%
YTD
  -6.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.219
1M High / 1M Low: 0.650 0.219
6M High / 6M Low: 1.350 0.206
High (YTD): 2024-03-08 1.350
Low (YTD): 2024-04-19 0.206
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.73%
Volatility 6M:   162.75%
Volatility 1Y:   -
Volatility 3Y:   -