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

Stuttgart
24/06/2024  18:42:17 Chg.-0.010 Bid20:47:22 Ask20:47:22 Underlying Strike price Expiration date Option type
0.640EUR -1.54% 0.630
Bid Size: 25,000		 0.770
Ask Size: 25,000		 Guidewire Software I... 142.50 USD 20/09/2024 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: 20/09/2024
Issue date: 28/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.11
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -0.49
Time value: 0.85
Break-even: 141.83
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.51
Spread abs.: 0.14
Spread %: 19.72%
Delta: 0.48
Theta: -0.06
Omega: 7.28
Rho: 0.13
 

Quote data

Open: 0.710
High: 0.760
Low: 0.640
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+146.15%
3 Months  
+12.28%
YTD  
+3.23%
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): 08/03/2024 1.080
Low (YTD): 05/06/2024 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,661.01%
Volatility 6M:   675.60%
Volatility 1Y:   -
Volatility 3Y:   -