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Morgan Stanley Call 137.5 GWRE 20.../  DE000ME4ABP7  /

Stuttgart
6/25/2024  2:14:40 PM Chg.-0.040 Bid3:12:09 PM Ask3:12:09 PM Underlying Strike price Expiration date Option type
0.820EUR -4.65% 0.820
Bid Size: 3,750		 0.970
Ask Size: 3,750		 Guidewire Software I... 137.50 USD 9/20/2024 Call
 

Master data

WKN: ME4ABP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 137.50 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: 13.40
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -0.22
Time value: 0.94
Break-even: 137.52
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.45
Spread abs.: 0.13
Spread %: 16.05%
Delta: 0.52
Theta: -0.06
Omega: 6.99
Rho: 0.13
 

Quote data

Open: 0.810
High: 0.820
Low: 0.810
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.75%
1 Month  
+134.29%
3 Months  
+46.43%
YTD  
+15.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.790
1M High / 1M Low: 0.890 0.139
6M High / 6M Low: 1.200 0.139
High (YTD): 3/8/2024 1.200
Low (YTD): 6/5/2024 0.139
52W High: - -
52W Low: - -
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,385.95%
Volatility 6M:   553.17%
Volatility 1Y:   -
Volatility 3Y:   -