Morgan Stanley Call 147.5 GWRE 19.../  DE000ME4AHR0  /

Stuttgart
2024-05-24  6:59:34 PM Chg.- Bid9:00:02 AM Ask9:00:02 AM Underlying Strike price Expiration date Option type
0.077EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 147.50 USD 2024-07-19 Call
 

Master data

WKN: ME4AHR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 147.50 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: 92.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -2.45
Time value: 0.12
Break-even: 137.19
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 3.17
Spread abs.: 0.04
Spread %: 48.15%
Delta: 0.14
Theta: -0.04
Omega: 12.82
Rho: 0.02
 

Quote data

Open: 0.071
High: 0.077
Low: 0.071
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.36%
1 Month
  -7.23%
3 Months
  -84.29%
YTD
  -82.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.114 0.077
1M High / 1M Low: 0.115 0.074
6M High / 6M Low: - -
High (YTD): 2024-03-08 0.740
Low (YTD): 2024-04-19 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -