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

Stuttgart
6/3/2024  8:07:16 AM Chg.- Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.066EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 137.50 - 7/19/2024 Call
 

Master data

WKN: ME4AHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 137.50 -
Maturity: 7/19/2024
Issue date: 11/28/2023
Last trading day: 6/3/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.84
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.31
Parity: -0.90
Time value: 0.08
Break-even: 138.27
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.93
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.17
Theta: -0.05
Omega: 28.73
Rho: 0.01
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.074
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -54.17%
3 Months
  -85.00%
YTD
  -87.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.147 0.066
6M High / 6M Low: 0.890 0.066
High (YTD): 3/8/2024 0.890
Low (YTD): 6/3/2024 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.26%
Volatility 6M:   202.85%
Volatility 1Y:   -
Volatility 3Y:   -