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

Stuttgart
2024-06-24  1:47:04 PM Chg.+0.100 Bid4:46:29 PM Ask4:46:29 PM Underlying Strike price Expiration date Option type
0.660EUR +17.86% 0.560
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: 16.90
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -0.72
Time value: 0.76
Break-even: 143.27
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.57
Spread abs.: 0.14
Spread %: 22.58%
Delta: 0.45
Theta: -0.06
Omega: 7.55
Rho: 0.12
 

Quote data

Open: 0.610
High: 0.660
Low: 0.610
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+186.96%
3 Months  
+22.22%
YTD  
+11.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.500
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:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,879.87%
Volatility 6M:   759.31%
Volatility 1Y:   -
Volatility 3Y:   -