OverviewChartNewsTraderScreen

Morgan Stanley Put 100 GWRE 20.09.../  DE000ME4ANC0  /

Stuttgart
2024-06-06  8:17:48 PM Chg.+0.014 Bid9:50:50 PM Ask9:50:50 PM Underlying Strike price Expiration date Option type
0.123EUR +12.84% 0.124
Bid Size: 40,000		 0.171
Ask Size: 40,000		 Guidewire Software I... 100.00 USD 2024-09-20 Put
 

Master data

WKN: ME4ANC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Put
Strike price: 100.00 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: -61.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -2.53
Time value: 0.19
Break-even: 90.06
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 1.05
Spread abs.: 0.06
Spread %: 49.61%
Delta: -0.12
Theta: -0.03
Omega: -7.50
Rho: -0.05
 

Quote data

Open: 0.117
High: 0.123
Low: 0.114
Previous Close: 0.109
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.44%
1 Month
  -61.56%
3 Months
  -85.86%
YTD
  -85.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.109
1M High / 1M Low: 0.390 0.109
6M High / 6M Low: 1.290 0.109
High (YTD): 2024-03-07 1.050
Low (YTD): 2024-06-05 0.109
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.637
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.99%
Volatility 6M:   163.68%
Volatility 1Y:   -
Volatility 3Y:   -