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Morgan Stanley Call 152.5 GWRE 20.../  DE000ME4ABV5  /

Stuttgart
2024-06-24  6:42:13 PM Chg.0.000 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 152.50 USD 2024-09-20 Call
 

Master data

WKN: ME4ABV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 152.50 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: 23.79
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -1.42
Time value: 0.54
Break-even: 148.09
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.80
Spread abs.: 0.14
Spread %: 35.00%
Delta: 0.35
Theta: -0.06
Omega: 8.32
Rho: 0.10
 

Quote data

Open: 0.400
High: 0.430
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+129.81%
3 Months
  -7.50%
YTD
  -28.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.390 0.034
6M High / 6M Low: 0.930 0.034
High (YTD): 2024-03-08 0.930
Low (YTD): 2024-06-05 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,658.85%
Volatility 6M:   1,032.50%
Volatility 1Y:   -
Volatility 3Y:   -