Morgan Stanley Call 135 GWRE 21.0.../  DE000ME4AKK9  /

Stuttgart
2024-05-24  6:59:33 PM Chg.-0.009 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.108EUR -7.69% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 135.00 USD 2024-06-21 Call
 

Master data

WKN: ME4AKK
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 135.00 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: 73.34
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.29
Parity: -1.30
Time value: 0.15
Break-even: 125.98
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 4.22
Spread abs.: 0.04
Spread %: 32.17%
Delta: 0.21
Theta: -0.07
Omega: 15.27
Rho: 0.02
 

Quote data

Open: 0.108
High: 0.111
Low: 0.108
Previous Close: 0.117
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.03%
1 Month  
+4.85%
3 Months
  -81.05%
YTD
  -78.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.108
1M High / 1M Low: 0.194 0.089
6M High / 6M Low: - -
High (YTD): 2024-03-07 0.630
Low (YTD): 2024-04-19 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -