Morgan Stanley Call 137.5 GWRE 19.../  DE000ME4AHM1  /

Stuttgart
2024-06-03  8:07:16 AM Chg.- Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.066EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 137.50 - 2024-07-19 Call
 

Master data

WKN: ME4AHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 137.50 -
Maturity: 2024-07-19
Issue date: 2023-11-28
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 152.23
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -2.03
Time value: 0.08
Break-even: 138.27
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 3.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.12
Theta: -0.03
Omega: 17.53
Rho: 0.01
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.074
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -34.65%
1 Month
  -51.11%
3 Months
  -90.29%
YTD
  -87.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.101 0.066
1M High / 1M Low: 0.230 0.066
6M High / 6M Low: 0.890 0.066
High (YTD): 2024-03-08 0.890
Low (YTD): 2024-06-03 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.58%
Volatility 6M:   193.09%
Volatility 1Y:   -
Volatility 3Y:   -