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

Stuttgart
6/3/2024  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 - 7/19/2024 Call
 

Master data

WKN: ME4AHP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 142.50 -
Maturity: 7/19/2024
Issue date: 11/28/2023
Last trading day: 6/3/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 209.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -1.66
Time value: 0.06
Break-even: 143.10
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 5.99
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.11
Theta: -0.05
Omega: 22.80
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
  -85.45%
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): 3/8/2024 0.810
Low (YTD): 6/3/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.31%
Volatility 6M:   194.80%
Volatility 1Y:   -
Volatility 3Y:   -