Morgan Stanley Call 132.5 GWRE 21.../  DE000ME4AKJ1  /

Stuttgart
2024-05-24  6:59:36 PM Chg.-0.013 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.135EUR -8.78% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 132.50 USD 2024-06-21 Call
 

Master data

WKN: ME4AKJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 132.50 USD
Maturity: 2024-06-21
Issue date: 2023-11-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.59
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.29
Parity: -1.07
Time value: 0.18
Break-even: 123.99
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 3.21
Spread abs.: 0.04
Spread %: 26.03%
Delta: 0.25
Theta: -0.08
Omega: 14.96
Rho: 0.02
 

Quote data

Open: 0.141
High: 0.145
Low: 0.135
Previous Close: 0.148
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.63%
1 Month  
+10.66%
3 Months
  -77.87%
YTD
  -75.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.135
1M High / 1M Low: 0.240 0.102
6M High / 6M Low: - -
High (YTD): 2024-01-22 0.660
Low (YTD): 2024-04-19 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   350.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -