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Morgan Stanley Call 140 GWRE 20.0.../  DE000ME4ABQ5  /

Stuttgart
24/06/2024  13:47:04 Chg.+0.130 Bid17:56:23 Ask17:56:23 Underlying Strike price Expiration date Option type
0.880EUR +17.33% 0.730
Bid Size: 25,000		 0.870
Ask Size: 25,000		 Guidewire Software I... 140.00 USD 20/09/2024 Call
 

Master data

WKN: ME4ABQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 28/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.38
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -0.25
Time value: 0.96
Break-even: 140.59
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.45
Spread abs.: 0.14
Spread %: 17.07%
Delta: 0.52
Theta: -0.06
Omega: 6.94
Rho: 0.14
 

Quote data

Open: 0.810
High: 0.880
Low: 0.810
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.94%
1 Month  
+183.87%
3 Months  
+49.15%
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.680
1M High / 1M Low: 0.780 0.109
6M High / 6M Low: 1.140 0.109
High (YTD): 08/03/2024 1.140
Low (YTD): 05/06/2024 0.109
52W High: - -
52W Low: - -
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,555.02%
Volatility 6M:   633.80%
Volatility 1Y:   -
Volatility 3Y:   -