Morgan Stanley Call 150 GWRE 20.1.../  DE000ME8HA54  /

Stuttgart
9/25/2024  5:50:06 PM Chg.+0.15 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.08EUR +5.12% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 150.00 USD 12/20/2024 Call
 

Master data

WKN: ME8HA5
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 2/9/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 2.33
Implied volatility: 0.56
Historic volatility: 0.29
Parity: 2.33
Time value: 0.74
Break-even: 164.74
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.11
Spread %: 3.72%
Delta: 0.77
Theta: -0.08
Omega: 3.97
Rho: 0.21
 

Quote data

Open: 2.93
High: 3.08
Low: 2.93
Previous Close: 2.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.41%
1 Month  
+131.58%
3 Months  
+224.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.93 2.74
1M High / 1M Low: 2.93 1.11
6M High / 6M Low: 2.93 0.19
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   386.91%
Volatility 6M:   388.10%
Volatility 1Y:   -
Volatility 3Y:   -