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

Stuttgart
20/06/2024  14:23:36 Chg.+0.070 Bid16:58:47 Ask16:58:47 Underlying Strike price Expiration date Option type
0.430EUR +19.44% 0.440
Bid Size: 25,000		 0.560
Ask Size: 25,000		 Guidewire Software I... 150.00 USD 20/09/2024 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: 20/09/2024
Issue date: 28/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.35
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -1.35
Time value: 0.54
Break-even: 144.97
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.74
Spread abs.: 0.21
Spread %: 63.64%
Delta: 0.36
Theta: -0.05
Omega: 8.31
Rho: 0.10
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.86%
1 Month  
+86.96%
3 Months
  -12.24%
YTD
  -20.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.450 0.039
6M High / 6M Low: 0.960 0.039
High (YTD): 08/03/2024 0.960
Low (YTD): 05/06/2024 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,551.03%
Volatility 6M:   1,054.89%
Volatility 1Y:   -
Volatility 3Y:   -