Morgan Stanley Call 140 GWRE 21.0.../  DE000ME4AKM5  /

Stuttgart
5/24/2024  6:59:33 PM Chg.-0.005 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.075EUR -6.25% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 140.00 USD 6/21/2024 Call
 

Master data

WKN: ME4AKM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 98.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.29
Parity: -1.76
Time value: 0.11
Break-even: 130.20
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 7.15
Spread abs.: 0.03
Spread %: 41.25%
Delta: 0.15
Theta: -0.07
Omega: 15.29
Rho: 0.01
 

Quote data

Open: 0.068
High: 0.075
Low: 0.068
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -3.85%
3 Months
  -86.11%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.121 0.075
1M High / 1M Low: 0.125 0.070
6M High / 6M Low: - -
High (YTD): 3/7/2024 0.720
Low (YTD): 4/19/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -