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Morgan Stanley Call 142.5 GWRE 20.../  DE000ME4ABR3  /

Stuttgart
6/25/2024  6:53:53 PM Chg.+0.030 Bid9:02:10 PM Ask9:02:10 PM Underlying Strike price Expiration date Option type
0.670EUR +4.69% 0.660
Bid Size: 25,000		 0.810
Ask Size: 25,000		 Guidewire Software I... 142.50 USD 9/20/2024 Call
 

Master data

WKN: ME4ABR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 142.50 USD
Maturity: 9/20/2024
Issue date: 11/28/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.02
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -0.69
Time value: 0.74
Break-even: 140.18
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.57
Spread abs.: 0.13
Spread %: 21.31%
Delta: 0.45
Theta: -0.06
Omega: 7.62
Rho: 0.12
 

Quote data

Open: 0.610
High: 0.670
Low: 0.610
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+157.69%
3 Months  
+36.73%
YTD  
+8.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.580
1M High / 1M Low: 0.690 0.089
6M High / 6M Low: 1.080 0.089
High (YTD): 3/8/2024 1.080
Low (YTD): 6/5/2024 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,705.04%
Volatility 6M:   672.97%
Volatility 1Y:   -
Volatility 3Y:   -