Morgan Stanley Call 150 GWRE 20.1.../  DE000ME8HA54  /

Stuttgart
2024-05-24  6:02:44 PM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.380EUR -2.56% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 150.00 USD 2024-12-20 Call
 

Master data

WKN: ME8HA5
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-09
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.92
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -2.68
Time value: 0.43
Break-even: 142.59
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.54
Spread abs.: 0.04
Spread %: 10.26%
Delta: 0.27
Theta: -0.03
Omega: 7.05
Rho: 0.15
 

Quote data

Open: 0.390
High: 0.390
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month  
+22.58%
3 Months
  -60.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.460 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -