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Morgan Stanley Call 125 GWRE 19.0.../  DE000ME4AHG3  /

Stuttgart
5/28/2024  11:20:06 AM Chg.+0.020 Bid11:44:14 AM Ask11:44:14 AM Underlying Strike price Expiration date Option type
0.430EUR +4.88% 0.440
Bid Size: 2,000		 0.540
Ask Size: 2,000		 Guidewire Software I... 125.00 USD 7/19/2024 Call
 

Master data

WKN: ME4AHG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 7/19/2024
Issue date: 11/28/2023
Last trading day: 7/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.19
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.38
Time value: 0.48
Break-even: 119.89
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.68
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.45
Theta: -0.06
Omega: 10.39
Rho: 0.06
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.81%
1 Month  
+38.71%
3 Months
  -60.19%
YTD
  -46.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.410
1M High / 1M Low: 0.640 0.250
6M High / 6M Low: 1.210 0.167
High (YTD): 3/7/2024 1.210
Low (YTD): 4/19/2024 0.167
52W High: - -
52W Low: - -
Avg. price 1W:   0.495
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   0.638
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.89%
Volatility 6M:   186.55%
Volatility 1Y:   -
Volatility 3Y:   -