Morgan Stanley Call 160 GWRE 20.0.../  DE000ME4ARF4  /

Stuttgart
2024-05-24  8:17:11 PM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.119EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 160.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ARF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.57
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -3.60
Time value: 0.17
Break-even: 149.16
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 1.50
Spread abs.: 0.04
Spread %: 35.25%
Delta: 0.14
Theta: -0.03
Omega: 9.55
Rho: 0.04
 

Quote data

Open: 0.112
High: 0.119
Low: 0.112
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month  
+7.21%
3 Months
  -77.55%
YTD
  -74.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.147 0.119
1M High / 1M Low: 0.157 0.103
6M High / 6M Low: - -
High (YTD): 2024-03-08 0.840
Low (YTD): 2024-04-19 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -