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Morgan Stanley Call 135 GWRE 20.0.../  DE000ME4ABN2  /

Stuttgart
20/06/2024  14:23:35 Chg.+0.060 Bid19:55:29 Ask19:55:29 Underlying Strike price Expiration date Option type
0.970EUR +6.59% 0.940
Bid Size: 25,000		 1.070
Ask Size: 25,000		 Guidewire Software I... 135.00 USD 20/09/2024 Call
 

Master data

WKN: ME4ABN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 20/09/2024
Issue date: 28/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.05
Implied volatility: 0.39
Historic volatility: 0.31
Parity: 0.05
Time value: 1.02
Break-even: 136.32
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.21
Spread %: 24.42%
Delta: 0.57
Theta: -0.06
Omega: 6.66
Rho: 0.15
 

Quote data

Open: 0.990
High: 0.990
Low: 0.970
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.87%
1 Month  
+79.63%
3 Months  
+44.78%
YTD  
+27.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.830
1M High / 1M Low: 1.010 0.179
6M High / 6M Low: 1.230 0.179
High (YTD): 08/03/2024 1.230
Low (YTD): 05/06/2024 0.179
52W High: - -
52W Low: - -
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,142.20%
Volatility 6M:   489.36%
Volatility 1Y:   -
Volatility 3Y:   -