Morgan Stanley Call 140 GWRE 20.0.../  DE000ME4ABQ5  /

Stuttgart
2024-05-24  6:59:28 PM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 140.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ABQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 30.97
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -1.76
Time value: 0.36
Break-even: 132.67
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.71
Spread abs.: 0.04
Spread %: 12.50%
Delta: 0.29
Theta: -0.04
Omega: 8.83
Rho: 0.09
 

Quote data

Open: 0.320
High: 0.330
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month  
+29.17%
3 Months
  -65.17%
YTD
  -53.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.310
1M High / 1M Low: 0.430 0.218
6M High / 6M Low: - -
High (YTD): 2024-03-08 1.140
Low (YTD): 2024-04-19 0.137
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -