Morgan Stanley Call 150 GWRE 19.0.../  DE000ME4AHS8  /

Stuttgart
5/28/2024  11:20:06 AM Chg.-0.015 Bid6:05:08 PM Ask6:05:08 PM Underlying Strike price Expiration date Option type
0.055EUR -21.43% 0.069
Bid Size: 15,000
0.109
Ask Size: 15,000
Guidewire Software I... 150.00 USD 7/19/2024 Call
 

Master data

WKN: ME4AHS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 7/19/2024
Issue date: 11/28/2023
Last trading day: 7/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.30
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.29
Parity: -2.68
Time value: 0.13
Break-even: 139.39
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 3.85
Spread abs.: 0.08
Spread %: 143.40%
Delta: 0.14
Theta: -0.04
Omega: 11.92
Rho: 0.02
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.88%
1 Month
  -28.57%
3 Months
  -88.04%
YTD
  -86.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.070
1M High / 1M Low: 0.100 0.069
6M High / 6M Low: 0.710 0.043
High (YTD): 3/8/2024 0.710
Low (YTD): 4/19/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.64%
Volatility 6M:   174.42%
Volatility 1Y:   -
Volatility 3Y:   -