Morgan Stanley Call 150 GWRE 20.0.../  DE000ME4ABU7  /

Stuttgart
2024-06-06  8:44:41 PM Chg.+0.291 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.330EUR +746.15% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 150.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ABU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 43.41
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -2.07
Time value: 0.27
Break-even: 140.64
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.87
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.23
Theta: -0.03
Omega: 10.11
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.330
Low: 0.270
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+135.71%
1 Month  
+100.00%
3 Months
  -54.17%
YTD
  -38.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.039
1M High / 1M Low: 0.250 0.039
6M High / 6M Low: 0.960 0.039
High (YTD): 2024-03-08 0.960
Low (YTD): 2024-06-05 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.49%
Volatility 6M:   187.40%
Volatility 1Y:   -
Volatility 3Y:   -