Morgan Stanley Call 135 GWRE 19.0.../  DE000ME4AHL3  /

Stuttgart
2024-05-23  4:03:36 PM Chg.+0.020 Bid7:48:48 PM Ask7:48:48 PM Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.205
Bid Size: 15,000
0.245
Ask Size: 15,000
Guidewire Software I... 135.00 USD 2024-07-19 Call
 

Master data

WKN: ME4AHL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 135.00 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: 42.09
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -1.11
Time value: 0.27
Break-even: 127.41
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.08
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.29
Theta: -0.05
Omega: 12.22
Rho: 0.05
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+62.96%
3 Months
  -69.44%
YTD
  -62.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.200
1M High / 1M Low: 0.280 0.128
6M High / 6M Low: - -
High (YTD): 2024-03-08 0.940
Low (YTD): 2024-04-19 0.086
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -