Morgan Stanley Call 147.5 GWRE 20.../  DE000ME4ABT9  /

Stuttgart
2024-05-24  6:59:28 PM Chg.-0.004 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.206EUR -1.90% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 147.50 USD 2024-09-20 Call
 

Master data

WKN: ME4ABT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 147.50 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: 44.59
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.29
Parity: -2.45
Time value: 0.25
Break-even: 138.48
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.96
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.21
Theta: -0.03
Omega: 9.42
Rho: 0.07
 

Quote data

Open: 0.210
High: 0.210
Low: 0.206
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.17%
1 Month  
+19.08%
3 Months
  -71.39%
YTD
  -63.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.206
1M High / 1M Low: 0.280 0.156
6M High / 6M Low: - -
High (YTD): 2024-03-08 1.000
Low (YTD): 2024-04-19 0.098
52W High: - -
52W Low: - -
Avg. price 1W:   0.237
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -