Morgan Stanley Call 152.5 GWRE 20.../  DE000ME4ABV5  /

Stuttgart
2024-05-24  6:59:28 PM Chg.- Bid6:00:03 PM Ask6:00:03 PM Underlying Strike price Expiration date Option type
0.161EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 152.50 USD 2024-09-20 Call
 

Master data

WKN: ME4ABV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 152.50 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: 53.86
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -2.91
Time value: 0.21
Break-even: 142.67
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.17
Spread abs.: 0.04
Spread %: 23.95%
Delta: 0.18
Theta: -0.03
Omega: 9.55
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.161
Low: 0.160
Previous Close: 0.171
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.60%
1 Month  
+14.18%
3 Months
  -74.03%
YTD
  -69.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.161
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: - -
High (YTD): 2024-03-08 0.930
Low (YTD): 2024-04-19 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.189
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -