Morgan Stanley Call 137.5 GWRE 21.../  DE000ME4AKL7  /

Stuttgart
5/28/2024  11:20:06 AM Chg.-0.009 Bid1:45:32 PM Ask1:45:32 PM Underlying Strike price Expiration date Option type
0.079EUR -10.23% 0.083
Bid Size: 2,000
0.170
Ask Size: 2,000
Guidewire Software I... 137.50 USD 6/21/2024 Call
 

Master data

WKN: ME4AKL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 137.50 USD
Maturity: 6/21/2024
Issue date: 11/28/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.64
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.29
Parity: -1.53
Time value: 0.13
Break-even: 127.90
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 7.24
Spread abs.: 0.04
Spread %: 36.84%
Delta: 0.18
Theta: -0.08
Omega: 15.30
Rho: 0.01
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.68%
1 Month
  -10.23%
3 Months
  -86.38%
YTD
  -83.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.151 0.088
1M High / 1M Low: 0.155 0.077
6M High / 6M Low: 0.760 0.048
High (YTD): 3/7/2024 0.760
Low (YTD): 4/19/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.49%
Volatility 6M:   200.53%
Volatility 1Y:   -
Volatility 3Y:   -