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Morgan Stanley Call 145 GWRE 20.0.../  DE000ME4ABS1  /

Stuttgart
2024-06-20  2:23:36 PM Chg.+0.070 Bid5:23:39 PM Ask5:23:39 PM Underlying Strike price Expiration date Option type
0.570EUR +14.00% 0.570
Bid Size: 25,000		 0.690
Ask Size: 25,000		 Guidewire Software I... 145.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ABS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.54
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -0.88
Time value: 0.68
Break-even: 141.72
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.59
Spread abs.: 0.21
Spread %: 44.68%
Delta: 0.42
Theta: -0.06
Omega: 7.80
Rho: 0.12
 

Quote data

Open: 0.580
High: 0.580
Low: 0.570
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.28%
1 Month  
+90.00%
3 Months  
+7.55%
YTD
  -3.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.470
1M High / 1M Low: 0.600 0.069
6M High / 6M Low: 1.030 0.069
High (YTD): 2024-03-08 1.030
Low (YTD): 2024-06-05 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,797.66%
Volatility 6M:   750.45%
Volatility 1Y:   -
Volatility 3Y:   -