Morgan Stanley Call 137.5 GWRE 19.../  DE000ME4AHM1  /

Stuttgart
2024-05-24  6:59:34 PM Chg.-0.009 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.144EUR -5.88% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 137.50 USD 2024-07-19 Call
 

Master data

WKN: ME4AHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 137.50 USD
Maturity: 2024-07-19
Issue date: 2023-11-28
Last trading day: 2024-07-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.98
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -1.53
Time value: 0.19
Break-even: 128.65
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.59
Spread abs.: 0.03
Spread %: 21.15%
Delta: 0.22
Theta: -0.05
Omega: 12.91
Rho: 0.03
 

Quote data

Open: 0.148
High: 0.152
Low: 0.144
Previous Close: 0.153
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+12.50%
3 Months
  -79.43%
YTD
  -73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.144
1M High / 1M Low: 0.230 0.111
6M High / 6M Low: - -
High (YTD): 2024-03-08 0.890
Low (YTD): 2024-04-19 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -