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Morgan Stanley Call 150 GWRE 20.0.../  DE000ME4ABU7  /

Stuttgart
2024-06-14  8:52:45 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 150.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ABU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 27.64
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -1.58
Time value: 0.45
Break-even: 144.62
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.76
Spread abs.: 0.07
Spread %: 18.42%
Delta: 0.32
Theta: -0.05
Omega: 8.81
Rho: 0.09
 

Quote data

Open: 0.350
High: 0.360
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+56.52%
3 Months
  -30.77%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.330
1M High / 1M Low: 0.450 0.039
6M High / 6M Low: 0.960 0.039
High (YTD): 2024-03-08 0.960
Low (YTD): 2024-06-05 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,611.22%
Volatility 6M:   1,058.44%
Volatility 1Y:   -
Volatility 3Y:   -