Morgan Stanley Call 142.5 GWRE 19.../  DE000ME4AHP4  /

Stuttgart
2024-06-03  8:07:16 AM Chg.- Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.048EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 142.50 - 2024-07-19 Call
 

Master data

WKN: ME4AHP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 142.50 -
Maturity: 2024-07-19
Issue date: 2023-11-28
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 214.11
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.31
Parity: -1.40
Time value: 0.06
Break-even: 143.10
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 3.83
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.12
Theta: -0.04
Omega: 25.46
Rho: 0.01
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.061
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.48%
3 Months
  -87.69%
YTD
  -89.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.104 0.048
6M High / 6M Low: 0.810 0.048
High (YTD): 2024-03-08 0.810
Low (YTD): 2024-06-03 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.82%
Volatility 6M:   194.80%
Volatility 1Y:   -
Volatility 3Y:   -