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

Stuttgart
2024-06-20  8:19:04 PM Chg.+0.040 Bid8:36:29 PM Ask8:36:29 PM Underlying Strike price Expiration date Option type
0.720EUR +5.88% 0.710
Bid Size: 25,000		 0.860
Ask Size: 25,000		 Guidewire Software I... 140.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.83
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -0.42
Time value: 0.85
Break-even: 138.77
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.46
Spread abs.: 0.21
Spread %: 32.81%
Delta: 0.49
Theta: -0.06
Omega: 7.28
Rho: 0.13
 

Quote data

Open: 0.760
High: 0.760
Low: 0.720
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month  
+80.00%
3 Months  
+20.00%
YTD  
+9.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.620
1M High / 1M Low: 0.780 0.109
6M High / 6M Low: 1.140 0.109
High (YTD): 2024-03-08 1.140
Low (YTD): 2024-06-05 0.109
52W High: - -
52W Low: - -
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,487.72%
Volatility 6M:   626.44%
Volatility 1Y:   -
Volatility 3Y:   -