Morgan Stanley Call 120 GWRE 21.0.../  DE000ME4AKD4  /

Stuttgart
5/24/2024  6:59:33 PM Chg.-0.030 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.500EUR -5.66% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 120.00 USD 6/21/2024 Call
 

Master data

WKN: ME4AKD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 6/21/2024
Issue date: 11/28/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.56
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.08
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 0.08
Time value: 0.49
Break-even: 116.33
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.78
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.56
Theta: -0.10
Omega: 10.93
Rho: 0.04
 

Quote data

Open: 0.560
High: 0.560
Low: 0.500
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.03%
1 Month  
+42.86%
3 Months
  -59.35%
YTD
  -41.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.500
1M High / 1M Low: 0.790 0.270
6M High / 6M Low: - -
High (YTD): 3/4/2024 1.270
Low (YTD): 4/19/2024 0.177
52W High: - -
52W Low: - -
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -