Morgan Stanley Call 150 GWRE 19.0.../  DE000ME4AHS8  /

Stuttgart
2024-05-13  2:09:10 PM Chg.-0.018 Bid4:36:52 PM Ask4:36:52 PM Underlying Strike price Expiration date Option type
0.056EUR -24.32% 0.069
Bid Size: 40,000
0.102
Ask Size: 40,000
Guidewire Software I... 150.00 USD 2024-07-19 Call
 

Master data

WKN: ME4AHS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 104.06
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.29
Parity: -3.10
Time value: 0.10
Break-even: 140.31
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 3.11
Spread abs.: 0.03
Spread %: 42.47%
Delta: 0.11
Theta: -0.03
Omega: 11.81
Rho: 0.02
 

Quote data

Open: 0.057
High: 0.057
Low: 0.056
Previous Close: 0.074
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.33%
1 Month
  -22.22%
3 Months
  -86.67%
YTD
  -86.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.072
1M High / 1M Low: 0.078 0.043
6M High / 6M Low: - -
High (YTD): 2024-03-08 0.710
Low (YTD): 2024-04-19 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -