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

Stuttgart
6/25/2024  8:06:48 AM Chg.-0.050 Bid11:05:46 AM Ask11:05:46 AM Underlying Strike price Expiration date Option type
0.930EUR -5.10% 0.950
Bid Size: 3,750		 1.090
Ask Size: 3,750		 Guidewire Software I... 135.00 USD 9/20/2024 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: 9/20/2024
Issue date: 11/28/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.88
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.01
Implied volatility: 0.41
Historic volatility: 0.31
Parity: 0.01
Time value: 1.05
Break-even: 136.39
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.40
Spread abs.: 0.13
Spread %: 13.98%
Delta: 0.56
Theta: -0.06
Omega: 6.64
Rho: 0.14
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month  
+126.83%
3 Months  
+55.00%
YTD  
+22.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.910
1M High / 1M Low: 1.010 0.179
6M High / 6M Low: 1.230 0.179
High (YTD): 3/8/2024 1.230
Low (YTD): 6/5/2024 0.179
52W High: - -
52W Low: - -
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,223.30%
Volatility 6M:   493.12%
Volatility 1Y:   -
Volatility 3Y:   -