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Morgan Stanley Call 117.5 GWRE 21.../  DE000ME4AKC6  /

Stuttgart
28/05/2024  11:20:06 Chg.+0.050 Bid14:32:04 Ask14:32:04 Underlying Strike price Expiration date Option type
0.680EUR +7.94% 0.690
Bid Size: 2,000		 0.790
Ask Size: 2,000		 Guidewire Software I... 117.50 USD 21/06/2024 Call
 

Master data

WKN: ME4AKC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 117.50 USD
Maturity: 21/06/2024
Issue date: 28/11/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.84
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.31
Implied volatility: 0.50
Historic volatility: 0.29
Parity: 0.31
Time value: 0.44
Break-even: 115.68
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.79
Spread abs.: 0.08
Spread %: 11.94%
Delta: 0.62
Theta: -0.12
Omega: 9.21
Rho: 0.04
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.42%
1 Month  
+54.55%
3 Months
  -48.48%
YTD
  -29.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.630
1M High / 1M Low: 0.950 0.340
6M High / 6M Low: 1.430 0.220
High (YTD): 08/03/2024 1.430
Low (YTD): 19/04/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   0.785
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.42%
Volatility 6M:   177.55%
Volatility 1Y:   -
Volatility 3Y:   -